+78.4%
RPRX vs ALHC
-61.5%
+139.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.3% |
| 7D | +0.2% | +1.0% | -0.8% | +0.1% |
| 30D | +18.6% | -14.2% | +32.7% | +19.2% |
| 3M | +18.0% | -45.1% | +63.1% | +20.7% |
| 6M | +33.8% | -59.5% | +93.3% | +37.9% |
| YTD | +76.6% | -62.8% | +139.4% | +82.2% |
| 1Y | +68.2% | -55.5% | +123.7% | +71.9% |
| 3Y | +161.5% | +25.7% | +135.9% | +145.4% |
| 5Y | +91.4% | -66.8% | +158.2% | +89.4% |
| All | +78.4% | -61.5% | +139.9% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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