+64.8%
RPRX vs EXEL
+155.2%
-90.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +5.1% | +8.4% | -3.3% | +3.6% |
| 30D | +11.2% | +4.1% | +7.1% | +10.3% |
| 3M | +16.7% | +12.4% | +4.3% | +14.1% |
| 6M | +36.0% | +41.5% | -5.6% | +27.3% |
| YTD | +67.8% | +34.6% | +33.2% | +58.1% |
| 1Y | +76.7% | +57.9% | +18.8% | +61.4% |
| 3Y | +128.1% | +159.5% | -31.4% | +84.4% |
| 5Y | +82.9% | +198.5% | -115.6% | +41.5% |
| All | +64.8% | +155.2% | -90.5% | +31.3% |
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