+164.0%
META vs RPRX
+66.6%
+97.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +6.7% | +5.1% | +1.6% | +5.4% |
| 30D | +4.8% | +11.2% | -6.4% | +2.0% |
| 3M | -1.6% | +16.7% | -18.3% | -5.8% |
| 6M | -7.5% | +36.0% | -43.5% | -15.0% |
| YTD | -6.4% | +67.8% | -74.2% | -18.7% |
| 1Y | -17.3% | +76.7% | -94.0% | -29.4% |
| 3Y | +109.9% | +128.1% | -18.2% | +64.9% |
| 5Y | +65.4% | +82.9% | -17.5% | +42.2% |
| All | +164.0% | +66.6% | +97.4% | +127.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling