+169.9%
NEM vs RPRX
+52.7%
+117.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -1.0% | -8.4% | +7.4% | +0.4% |
| 30D | +7.8% | -0.6% | +8.5% | +8.0% |
| 3M | +30.2% | +6.4% | +23.8% | +28.9% |
| 6M | +9.6% | +26.6% | -17.0% | +5.5% |
| YTD | +27.8% | +53.8% | -25.9% | +19.3% |
| 1Y | +60.7% | +62.8% | -2.1% | +48.5% |
| 3Y | +245.3% | +118.0% | +127.3% | +202.2% |
| 5Y | +155.3% | +71.2% | +84.1% | +131.9% |
| All | +169.9% | +52.7% | +117.2% | +142.9% |
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