+161.5%
RPRX vs ABCL
+156.0%
+5.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.1% | -0.7% |
| 7D | +0.2% | -3.2% | +3.4% | +0.3% |
| 30D | +18.6% | -7.4% | +26.0% | +18.8% |
| 3M | +18.0% | +81.9% | -63.9% | +13.8% |
| 6M | +33.8% | +135.7% | -101.9% | +26.7% |
| YTD | +76.6% | +247.4% | -170.8% | +63.1% |
| 1Y | +68.2% | +162.3% | -94.0% | +57.3% |
| 3Y | +161.5% | +165.5% | -3.9% | +139.9% |
| All | +161.5% | +156.0% | +5.5% | +139.9% |
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 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