+56.1%
RPRX vs BNS
+188.3%
-132.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | +0.2% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | +4.9% | +4.0% | +0.9% | +3.8% |
| 3M | +9.4% | +13.8% | -4.4% | +5.3% |
| 6M | +33.3% | +32.7% | +0.6% | +22.6% |
| YTD | +59.0% | +27.6% | +31.4% | +47.5% |
| 1Y | +69.2% | +47.4% | +21.8% | +50.3% |
| 3Y | +124.1% | +129.0% | -4.9% | +72.1% |
| 5Y | +77.9% | +92.7% | -14.8% | +43.5% |
| All | +56.1% | +188.3% | -132.2% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling