+169.7%
EXE vs RPRX
+35.2%
+134.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -3.1% | -8.4% | +5.2% | -1.5% |
| 30D | -0.9% | -0.6% | -0.3% | -0.9% |
| 3M | +9.6% | +6.4% | +3.1% | +7.9% |
| 6M | -11.6% | +26.6% | -38.2% | -16.2% |
| YTD | -12.6% | +53.8% | -66.3% | -20.7% |
| 1Y | +1.2% | +62.8% | -61.6% | -9.5% |
| 3Y | +18.0% | +118.0% | -100.0% | -2.4% |
| 5Y | +101.1% | +71.2% | +29.9% | +81.1% |
| All | +169.7% | +35.2% | +134.5% | +147.8% |
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 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