+243.5%
NEM vs RPRX
+116.7%
+126.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.4% |
| 7D | -3.3% | -8.0% | +4.7% | -1.6% |
| 30D | +7.8% | +2.1% | +5.8% | +7.5% |
| 3M | +36.3% | +8.2% | +28.1% | +34.1% |
| 6M | +6.6% | +28.9% | -22.3% | +1.2% |
| YTD | +27.1% | +54.1% | -27.0% | +16.9% |
| 1Y | +62.3% | +65.5% | -3.2% | +47.1% |
| All | +243.5% | +116.7% | +126.8% | +186.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling