+82.5%
MSCI vs RPRX
+57.8%
+24.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.5% | -2.4% |
| 7D | -2.1% | -2.8% | +0.7% | -1.4% |
| 30D | -1.7% | +7.2% | -8.9% | -3.5% |
| 3M | -8.2% | +10.9% | -19.1% | -10.8% |
| 6M | -2.4% | +34.6% | -37.0% | -10.0% |
| YTD | -2.8% | +59.0% | -61.8% | -14.4% |
| 1Y | -2.7% | +72.5% | -75.2% | -16.5% |
| 3Y | +7.3% | +124.1% | -116.8% | -15.5% |
| 5Y | -11.4% | +75.9% | -87.3% | -24.0% |
| All | +82.5% | +57.8% | +24.7% | +54.1% |
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