+391.3%
NTAP vs RPRX
+79.7%
+311.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +9.9% | +2.1% | +7.8% | +9.5% |
| 30D | -22.1% | +21.9% | -44.1% | -24.5% |
| 3M | -7.7% | +16.9% | -24.6% | -10.1% |
| 6M | +60.9% | +34.5% | +26.4% | +52.9% |
| YTD | +76.4% | +80.9% | -4.5% | +59.4% |
| 1Y | +69.3% | +77.6% | -8.2% | +53.4% |
| 3Y | +154.6% | +173.5% | -18.9% | +112.9% |
| 5Y | +131.4% | +84.9% | +46.5% | +108.2% |
| All | +391.3% | +79.7% | +311.7% | +339.3% |
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