-17.2%
F vs RPRX
+86.5%
-103.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -3.1% | +3.3% | -6.4% | -4.4% |
| 30D | 0.0% | +17.9% | -17.9% | -6.5% |
| 3M | -13.2% | +19.2% | -32.5% | -19.4% |
| 6M | -10.2% | +31.7% | -41.9% | -20.2% |
| YTD | -4.9% | +82.5% | -87.4% | -26.1% |
| 1Y | -6.1% | +78.4% | -84.5% | -26.3% |
| 3Y | +46.0% | +177.0% | -131.0% | -9.1% |
| All | -17.2% | +86.5% | -103.7% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling