+51.0%
RPRX vs VICR
+186.8%
-135.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.2% | -11.4% | -0.8% |
| 7D | -8.4% | +5.0% | -13.3% | -8.6% |
| 30D | -0.6% | -12.5% | +11.8% | -0.1% |
| 3M | +6.4% | -33.6% | +40.0% | +7.8% |
| 6M | +26.6% | +10.7% | +15.9% | +23.1% |
| YTD | +53.8% | +80.6% | -26.8% | +44.8% |
| 1Y | +62.8% | +288.4% | -225.6% | +45.7% |
| 3Y | +118.0% | +213.8% | -95.8% | +92.3% |
| 5Y | +71.2% | +58.8% | +12.3% | +57.2% |
| All | +51.0% | +186.8% | -135.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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