-45.6%
IT vs RPRX
+72.5%
-118.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.3% |
| 7D | -12.7% | -8.0% | -4.7% | -10.7% |
| 30D | -8.9% | +2.1% | -11.0% | -9.3% |
| 3M | +10.1% | +8.2% | +1.9% | +8.1% |
| 6M | +7.3% | +28.9% | -21.6% | +0.7% |
| YTD | -32.4% | +54.1% | -86.5% | -39.6% |
| 1Y | -26.6% | +65.5% | -92.2% | -36.0% |
| 3Y | -51.8% | +117.3% | -169.1% | -61.9% |
| 5Y | -45.6% | +71.6% | -117.2% | -51.3% |
| All | -45.6% | +72.5% | -118.1% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling