+256.1%
ESI vs RPRX
+66.6%
+189.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +3.3% | +5.1% | -1.8% | +2.0% |
| 30D | -5.9% | +11.2% | -17.1% | -8.4% |
| 3M | -14.1% | +16.7% | -30.8% | -17.7% |
| 6M | +6.6% | +36.0% | -29.4% | -1.9% |
| YTD | +45.0% | +67.8% | -22.8% | +26.5% |
| 1Y | +41.5% | +76.7% | -35.2% | +21.4% |
| 3Y | +78.8% | +128.1% | -49.4% | +42.2% |
| 5Y | +70.9% | +82.9% | -12.0% | +44.7% |
| All | +256.1% | +66.6% | +189.4% | +199.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling