+71.6%
RPRX vs ABCL
-81.3%
+152.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +5.1% | +0.7% | +4.4% | +5.1% |
| 30D | +11.2% | +93.1% | -81.9% | +6.1% |
| 3M | +16.7% | +79.4% | -62.7% | +11.5% |
| 6M | +36.0% | +214.9% | -178.9% | +24.7% |
| YTD | +67.8% | +234.2% | -166.4% | +52.6% |
| 1Y | +76.7% | +174.8% | -98.1% | +61.9% |
| 3Y | +128.1% | +104.5% | +23.6% | +107.5% |
| 5Y | +82.9% | -39.0% | +121.9% | +72.3% |
| All | +71.6% | -81.3% | +152.8% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling