+57.4%
IT vs RPRX
+81.2%
-23.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +1.1% | +3.3% | -2.3% | +0.3% |
| 30D | -1.8% | +17.9% | -19.7% | -5.3% |
| 3M | +4.8% | +19.2% | -14.4% | +0.9% |
| 6M | +33.0% | +31.7% | +1.3% | +25.4% |
| YTD | -23.8% | +82.5% | -106.3% | -33.3% |
| 1Y | -16.5% | +78.4% | -95.0% | -26.5% |
| 3Y | -53.6% | +177.0% | -230.6% | -63.8% |
| 5Y | -42.1% | +86.5% | -128.6% | -49.9% |
| All | +57.4% | +81.2% | -23.8% | +32.7% |
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