+118.0%
RPRX vs SNY
-9.6%
+127.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -8.4% | -3.3% | -5.0% | -7.5% |
| 30D | -0.6% | -2.2% | +1.5% | 0.0% |
| 3M | +6.4% | -3.0% | +9.5% | +7.2% |
| 6M | +26.6% | +2.7% | +23.9% | +25.8% |
| YTD | +53.8% | -6.8% | +60.6% | +56.0% |
| 1Y | +62.8% | -5.3% | +68.1% | +64.3% |
| 3Y | +118.0% | -9.8% | +127.8% | +118.8% |
| All | +118.0% | -9.6% | +127.6% | +118.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling