+64.8%
RPRX vs BAH
+4.5%
+60.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.3% |
| 7D | +5.1% | -3.2% | +8.4% | +5.5% |
| 30D | +11.2% | +2.0% | +9.2% | +10.9% |
| 3M | +16.7% | -7.6% | +24.3% | +17.5% |
| 6M | +36.0% | -5.7% | +41.7% | +36.2% |
| YTD | +67.8% | -11.7% | +79.5% | +68.6% |
| 1Y | +76.7% | -27.4% | +104.1% | +82.7% |
| 3Y | +128.1% | -32.5% | +160.7% | +128.1% |
| 5Y | +82.9% | -3.3% | +86.2% | +61.2% |
| All | +64.8% | +4.5% | +60.2% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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