+39.8%
IT vs RPRX
+53.1%
-13.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.2% |
| 7D | -12.7% | -8.0% | -4.7% | -11.1% |
| 30D | -8.9% | +2.1% | -11.0% | -9.2% |
| 3M | +10.1% | +8.2% | +1.9% | +8.4% |
| 6M | +7.3% | +28.9% | -21.6% | +1.7% |
| YTD | -32.4% | +54.1% | -86.5% | -38.5% |
| 1Y | -26.6% | +65.5% | -92.2% | -34.5% |
| 3Y | -51.8% | +117.3% | -169.1% | -60.1% |
| 5Y | -45.6% | +71.6% | -117.2% | -51.8% |
| All | +39.8% | +53.1% | -13.3% | +22.4% |
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 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