+62.5%
RPRX vs ABCL
-81.9%
+144.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.2% |
| 7D | -4.0% | -2.7% | -1.3% | -3.8% |
| 30D | +4.9% | +18.3% | -13.4% | +3.7% |
| 3M | +9.4% | +108.5% | -99.1% | +3.5% |
| 6M | +33.3% | +213.9% | -180.6% | +22.3% |
| YTD | +59.0% | +223.1% | -164.1% | +44.9% |
| 1Y | +69.2% | +160.6% | -91.4% | +55.6% |
| 3Y | +124.1% | +104.3% | +19.8% | +103.8% |
| 5Y | +77.9% | -40.0% | +117.9% | +67.8% |
| All | +62.5% | -81.9% | +144.4% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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