+103.8%
NSC vs RPRX
+75.3%
+28.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.4% |
| 7D | -6.2% | +0.2% | -6.4% | -6.3% |
| 30D | +2.6% | +18.6% | -16.0% | -0.7% |
| 3M | -5.8% | +18.0% | -23.8% | -8.8% |
| 6M | +2.1% | +33.8% | -31.7% | -3.7% |
| YTD | +12.7% | +76.6% | -63.9% | +0.7% |
| 1Y | +15.9% | +68.2% | -52.3% | +4.4% |
| 3Y | +74.0% | +161.5% | -87.5% | +42.2% |
| 5Y | +25.2% | +91.4% | -66.2% | +9.0% |
| All | +103.8% | +75.3% | +28.5% | +75.1% |
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