+87.5%
RPRX vs BNS
+78.5%
+8.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +3.3% | +0.9% | +2.4% | +3.1% |
| 30D | +17.9% | +2.8% | +15.1% | +17.0% |
| 3M | +19.2% | +3.0% | +16.2% | +18.1% |
| 6M | +31.7% | +23.3% | +8.4% | +23.6% |
| YTD | +82.5% | +29.3% | +53.1% | +68.3% |
| 1Y | +78.4% | +41.7% | +36.8% | +60.0% |
| 3Y | +177.0% | +147.7% | +29.2% | +105.3% |
| All | +87.5% | +78.5% | +8.9% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling