+84.5%
RPRX vs ABCL
-79.5%
+164.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.2% | -3.0% | +1.9% |
| 7D | +3.4% | +12.4% | -9.0% | +2.6% |
| 30D | +20.8% | -0.4% | +21.2% | +20.5% |
| 3M | +21.6% | +80.4% | -58.7% | +16.2% |
| 6M | +36.5% | +138.5% | -102.0% | +27.3% |
| YTD | +80.4% | +265.5% | -185.1% | +62.6% |
| 1Y | +81.8% | +219.7% | -137.9% | +65.1% |
| 3Y | +170.9% | +209.4% | -38.5% | +138.8% |
| 5Y | +95.2% | -15.0% | +110.2% | +81.1% |
| All | +84.5% | -79.5% | +164.0% | +69.1% |
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