+80.3%
RPRX vs RGEN
+49.3%
+31.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +3.6% | -3.1% | +6.8% | +4.0% |
| 30D | +21.2% | +0.1% | +21.1% | +21.0% |
| 3M | +21.6% | +4.8% | +16.9% | +20.6% |
| 6M | +36.7% | +48.9% | -12.2% | +29.5% |
| YTD | +83.7% | +5.3% | +78.3% | +80.6% |
| 1Y | +83.2% | +12.5% | +70.7% | +78.6% |
| 3Y | +177.7% | +17.0% | +160.7% | +161.1% |
| 5Y | +95.8% | -35.4% | +131.1% | +92.5% |
| All | +80.3% | +49.3% | +31.1% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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