-71.5%
S vs RPRX
+74.2%
-145.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.3% | +3.0% | +0.2% |
| 7D | -5.8% | -2.8% | -3.0% | -4.6% |
| 30D | -9.2% | +7.2% | -16.4% | -12.5% |
| 3M | +23.4% | +10.9% | +12.5% | +16.3% |
| 6M | +36.9% | +34.6% | +2.4% | +16.0% |
| YTD | +29.5% | +59.0% | -29.4% | -0.2% |
| 1Y | +5.4% | +72.5% | -67.1% | -23.6% |
| 3Y | +14.7% | +124.1% | -109.4% | -32.9% |
| 5Y | -71.5% | +75.9% | -147.5% | -77.4% |
| All | -71.5% | +74.2% | -145.7% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling