-24.9%
ESI vs RPRX
+35.7%
-60.6%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.5% |
| 7D | +5.5% | +3.3% | +2.2% | +6.7% |
| 30D | -7.8% | +17.9% | -25.6% | -2.5% |
| 3M | -15.0% | +19.2% | -34.3% | -8.8% |
| 6M | -24.9% | +31.7% | -56.6% | -17.8% |
| All | -24.9% | +35.7% | -60.6% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling