+93.7%
META vs RPRX
+89.2%
+4.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -0.2% | +3.6% | -3.8% | -1.1% |
| 30D | -15.4% | +21.2% | -36.5% | -19.8% |
| 3M | +5.0% | +21.6% | -16.6% | -0.7% |
| 6M | +5.2% | +36.7% | -31.5% | -4.8% |
| YTD | -4.5% | +83.7% | -88.2% | -21.7% |
| 1Y | +0.6% | +83.2% | -82.6% | -17.5% |
| 3Y | +93.1% | +177.7% | -84.6% | +30.5% |
| 5Y | +93.7% | +95.8% | -2.1% | +71.7% |
| All | +93.7% | +89.2% | +4.4% | +71.7% |
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 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