+153.4%
EXE vs RPRX
+60.5%
+93.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +5.3% | +3.3% | +2.0% | +4.7% |
| 30D | -2.2% | +17.9% | -20.1% | -5.3% |
| 3M | -5.9% | +19.2% | -25.1% | -9.2% |
| 6M | -5.7% | +31.7% | -37.4% | -11.0% |
| YTD | -17.8% | +82.5% | -100.3% | -27.9% |
| 1Y | -23.1% | +78.4% | -101.6% | -32.2% |
| 3Y | +21.2% | +177.0% | -155.8% | -5.0% |
| 5Y | +78.8% | +86.5% | -7.7% | +55.9% |
| All | +153.4% | +60.5% | +93.0% | +125.2% |
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