+497.8%
HPE vs RPRX
+66.6%
+431.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.5% |
| 7D | -0.6% | +5.1% | -5.7% | -1.4% |
| 30D | -2.3% | +11.2% | -13.5% | -4.0% |
| 3M | -2.9% | +16.7% | -19.6% | -5.6% |
| 6M | +143.6% | +36.0% | +107.6% | +130.2% |
| YTD | +118.5% | +67.8% | +50.7% | +99.3% |
| 1Y | +129.2% | +76.7% | +52.5% | +106.8% |
| 3Y | +212.5% | +128.1% | +84.4% | +168.6% |
| 5Y | +286.9% | +82.9% | +204.0% | +248.2% |
| All | +497.8% | +66.6% | +431.2% | +433.2% |
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 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