+86.6%
RPRX vs ABCL
-81.2%
+167.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +3.3% | -3.3% | +6.6% | +3.5% |
| 30D | +17.9% | -7.1% | +25.0% | +18.2% |
| 3M | +19.2% | +4.7% | +14.5% | +18.3% |
| 6M | +31.7% | +140.9% | -109.2% | +22.7% |
| YTD | +82.5% | +236.0% | -153.5% | +65.3% |
| 1Y | +78.4% | +217.4% | -139.0% | +62.1% |
| 3Y | +177.0% | +188.7% | -11.7% | +145.2% |
| 5Y | +86.5% | -23.5% | +110.0% | +74.0% |
| All | +86.6% | -81.2% | +167.7% | +71.9% |
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