+162.6%
RPRX vs ABCL
+139.9%
+22.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.4% | +9.4% | +0.5% |
| 7D | +2.5% | -14.9% | +17.4% | +3.2% |
| 30D | +19.7% | -15.4% | +35.1% | +20.5% |
| 3M | +17.5% | +88.0% | -70.5% | +13.0% |
| 6M | +35.1% | +138.8% | -103.7% | +27.7% |
| YTD | +77.3% | +225.4% | -148.2% | +64.3% |
| 1Y | +70.4% | +137.3% | -66.9% | +60.1% |
| All | +162.6% | +139.9% | +22.7% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling