+80.3%
RPRX vs EXEL
+205.8%
-125.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +3.6% | -2.8% | +6.4% | +4.1% |
| 30D | +21.2% | +18.2% | +3.0% | +17.4% |
| 3M | +21.6% | +37.7% | -16.1% | +14.6% |
| 6M | +36.7% | +42.2% | -5.5% | +27.8% |
| YTD | +83.7% | +61.3% | +22.4% | +67.3% |
| 1Y | +83.2% | +64.5% | +18.7% | +66.1% |
| 3Y | +177.7% | +236.7% | -59.0% | +114.0% |
| 5Y | +95.8% | +296.3% | -200.5% | +44.9% |
| All | +80.3% | +205.8% | -125.5% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling