+64.8%
RPRX vs BBWI
+66.1%
-1.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.1% |
| 7D | +5.1% | +1.5% | +3.6% | +5.0% |
| 30D | +11.2% | -5.2% | +16.4% | +11.5% |
| 3M | +16.7% | +11.1% | +5.6% | +15.2% |
| 6M | +36.0% | -13.4% | +49.4% | +36.7% |
| YTD | +67.8% | +0.1% | +67.7% | +66.1% |
| 1Y | +76.7% | -36.1% | +112.8% | +81.6% |
| 3Y | +128.1% | -44.1% | +172.2% | +132.2% |
| 5Y | +82.9% | -66.2% | +149.1% | +90.3% |
| All | +64.8% | +66.1% | -1.4% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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