+53.8%
NDAQ vs RPRX
+74.2%
-20.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -0.5% |
| 7D | -2.6% | -2.8% | +0.2% | -1.9% |
| 30D | +0.5% | +7.2% | -6.7% | -1.4% |
| 3M | +9.9% | +10.9% | -1.0% | +6.8% |
| 6M | +8.2% | +34.6% | -26.4% | -0.2% |
| YTD | -1.5% | +59.0% | -60.5% | -13.4% |
| 1Y | +1.3% | +72.5% | -71.2% | -13.3% |
| 3Y | +92.6% | +124.1% | -31.5% | +51.1% |
| 5Y | +53.8% | +75.9% | -22.1% | +32.8% |
| All | +53.8% | +74.2% | -20.4% | +32.8% |
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