+33.6%
ESI vs RPRX
+64.4%
-30.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.0% | -1.5% | -3.9% |
| 7D | -2.3% | -8.0% | +5.7% | -1.0% |
| 30D | -9.0% | +2.1% | -11.1% | -9.4% |
| 3M | -13.3% | +8.2% | -21.4% | -15.1% |
| 6M | +5.3% | +28.9% | -23.6% | -3.8% |
| YTD | +37.6% | +54.1% | -16.5% | +22.1% |
| 1Y | +33.6% | +65.5% | -31.9% | +17.0% |
| All | +33.6% | +64.4% | -30.7% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RPRX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling