+22.7%
EW vs RPRX
+57.8%
-35.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | -4.0% | -1.1% | -4.2% |
| 30D | -6.4% | +4.9% | -11.3% | -7.4% |
| 3M | -1.6% | +9.4% | -10.9% | -3.7% |
| 6M | +2.3% | +33.3% | -31.0% | -4.7% |
| YTD | +1.1% | +59.0% | -57.9% | -9.7% |
| 1Y | +8.0% | +69.2% | -61.2% | -5.3% |
| 3Y | +16.3% | +124.1% | -107.7% | -5.9% |
| 5Y | -29.4% | +77.9% | -107.3% | -38.9% |
| All | +22.7% | +57.8% | -35.1% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling