+3.8%
MSCI vs RPRX
+91.5%
-87.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.1% |
| 7D | +2.8% | +0.2% | +2.6% | +2.8% |
| 30D | +15.4% | +18.6% | -3.2% | +9.5% |
| 3M | +13.4% | +18.0% | -4.6% | +7.6% |
| 6M | +10.9% | +33.8% | -22.9% | +0.7% |
| YTD | +13.0% | +76.6% | -63.6% | -7.0% |
| 1Y | +12.0% | +68.2% | -56.2% | -6.3% |
| 3Y | +34.1% | +161.5% | -127.4% | -7.9% |
| All | +3.8% | +91.5% | -87.7% | -12.7% |
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