+64.8%
RPRX vs BG
+243.9%
-179.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +5.1% | +2.8% | +2.3% | +4.7% |
| 30D | +11.2% | +12.0% | -0.8% | +9.4% |
| 3M | +16.7% | -7.7% | +24.4% | +17.8% |
| 6M | +36.0% | +4.5% | +31.5% | +34.6% |
| YTD | +67.8% | +35.7% | +32.1% | +59.5% |
| 1Y | +76.7% | +50.1% | +26.6% | +65.1% |
| 3Y | +128.1% | +12.6% | +115.5% | +119.7% |
| 5Y | +82.9% | +75.4% | +7.4% | +66.6% |
| All | +64.8% | +243.9% | -179.2% | +47.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling