+204.4%
F vs RPRX
+66.6%
+137.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.3% | +1.4% |
| 7D | +5.3% | +5.1% | +0.2% | +3.7% |
| 30D | +4.6% | +11.2% | -6.6% | +1.2% |
| 3M | -3.7% | +16.7% | -20.4% | -8.3% |
| 6M | +16.8% | +36.0% | -19.2% | +6.4% |
| YTD | +15.3% | +67.8% | -52.5% | -1.4% |
| 1Y | +31.0% | +76.7% | -45.7% | +10.0% |
| 3Y | +45.4% | +128.1% | -82.7% | +11.7% |
| 5Y | +54.7% | +82.9% | -28.2% | +28.1% |
| All | +204.4% | +66.6% | +137.7% | +155.4% |
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 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