-7.5%
MSCI vs RPRX
+83.4%
-90.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +5.1% | -4.7% | -1.2% |
| 30D | +0.6% | +11.2% | -10.6% | -2.8% |
| 3M | -7.1% | +16.7% | -23.8% | -11.8% |
| 6M | +0.8% | +36.0% | -35.2% | -9.2% |
| YTD | +1.0% | +67.8% | -66.8% | -15.6% |
| 1Y | +4.3% | +76.7% | -72.4% | -14.9% |
| 3Y | +9.9% | +128.1% | -118.2% | -19.6% |
| All | -7.5% | +83.4% | -90.9% | -22.7% |
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