+64.8%
RPRX vs VICR
+173.2%
-108.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | +5.1% | +0.4% | +4.7% | +5.1% |
| 30D | +11.2% | -13.9% | +25.1% | +11.9% |
| 3M | +16.7% | -38.4% | +55.1% | +18.7% |
| 6M | +36.0% | -7.2% | +43.2% | +33.6% |
| YTD | +67.8% | +72.0% | -4.2% | +58.5% |
| 1Y | +76.7% | +263.3% | -186.6% | +58.8% |
| 3Y | +128.1% | +173.3% | -45.1% | +103.3% |
| 5Y | +82.9% | +47.3% | +35.6% | +69.4% |
| All | +64.8% | +173.2% | -108.5% | +32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling