-9.1%
NVTS vs RPRX
+73.8%
-82.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.2% | +4.5% | +4.4% |
| 7D | -1.4% | -8.4% | +6.9% | +2.8% |
| 30D | -16.5% | -0.6% | -15.9% | -16.5% |
| 3M | -47.6% | +6.4% | -54.1% | -50.2% |
| 6M | +7.3% | +26.6% | -19.3% | -6.6% |
| YTD | +62.9% | +53.8% | +9.1% | +28.8% |
| 1Y | +91.3% | +62.8% | +28.5% | +46.6% |
| 3Y | +43.4% | +118.0% | -74.6% | -10.0% |
| All | -9.1% | +73.8% | -82.9% | -24.0% |
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