+78.9%
RPRX vs EXEL
+205.3%
-126.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.3% |
| 7D | +4.6% | -2.4% | +7.0% | +5.0% |
| 30D | +22.0% | +17.9% | +4.1% | +18.2% |
| 3M | +20.3% | +33.3% | -13.0% | +14.0% |
| 6M | +37.9% | +46.6% | -8.7% | +28.2% |
| YTD | +82.2% | +61.0% | +21.2% | +66.0% |
| 1Y | +83.7% | +70.4% | +13.3% | +65.5% |
| 3Y | +175.4% | +236.1% | -60.6% | +112.4% |
| 5Y | +87.7% | +284.8% | -197.1% | +39.5% |
| All | +78.9% | +205.3% | -126.4% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling