-51.6%
IT vs RPRX
+123.5%
-175.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -9.1% | -4.0% | -5.1% | -8.5% |
| 30D | -12.2% | +4.9% | -17.1% | -12.6% |
| 3M | +7.8% | +9.4% | -1.5% | +6.7% |
| 6M | +2.0% | +33.3% | -31.3% | -1.0% |
| YTD | -32.7% | +59.0% | -91.7% | -36.3% |
| 1Y | -31.1% | +69.2% | -100.3% | -35.4% |
| All | -51.6% | +123.5% | -175.1% | -56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling