+86.3%
RPRX vs ABCL
-79.6%
+165.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +4.6% | +2.3% | +2.3% | +4.4% |
| 30D | +22.0% | -0.7% | +22.7% | +21.8% |
| 3M | +20.3% | +33.4% | -13.1% | +17.5% |
| 6M | +37.9% | +137.8% | -99.9% | +28.6% |
| YTD | +82.2% | +264.3% | -182.1% | +64.2% |
| 1Y | +83.7% | +209.2% | -125.5% | +67.1% |
| 3Y | +175.4% | +208.4% | -33.0% | +142.9% |
| 5Y | +87.7% | -11.9% | +99.6% | +74.1% |
| All | +86.3% | -79.6% | +165.9% | +70.8% |
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