+89.7%
MSCI vs RPRX
+66.6%
+23.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +0.4% | +5.1% | -4.7% | -0.9% |
| 30D | +0.6% | +11.2% | -10.6% | -2.2% |
| 3M | -7.1% | +16.7% | -23.8% | -10.9% |
| 6M | +0.8% | +36.0% | -35.2% | -7.2% |
| YTD | +1.0% | +67.8% | -66.8% | -12.3% |
| 1Y | +4.3% | +76.7% | -72.4% | -11.0% |
| 3Y | +9.9% | +128.1% | -118.2% | -13.6% |
| 5Y | -6.8% | +82.9% | -89.6% | -20.9% |
| All | +89.7% | +66.6% | +23.0% | +58.0% |
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