+118.6%
RPRX vs BG
+20.1%
+98.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.1% |
| 7D | -8.0% | +3.7% | -11.8% | -8.5% |
| 30D | +2.1% | +12.3% | -10.3% | +0.4% |
| 3M | +8.2% | -2.2% | +10.4% | +8.3% |
| 6M | +28.9% | +5.3% | +23.6% | +27.4% |
| YTD | +54.1% | +42.4% | +11.7% | +44.8% |
| 1Y | +65.5% | +55.2% | +10.3% | +52.9% |
| All | +118.6% | +20.1% | +98.5% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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