+243.5%
SAN vs RPRX
+177.1%
+66.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.5% |
| 7D | +4.0% | +3.3% | +0.7% | +3.3% |
| 30D | -7.8% | +17.9% | -25.7% | -11.0% |
| 3M | -16.4% | +19.2% | -35.6% | -19.6% |
| 6M | +3.5% | +31.7% | -28.2% | -3.0% |
| YTD | +6.7% | +82.5% | -75.8% | -7.7% |
| 1Y | +14.5% | +78.4% | -64.0% | -0.5% |
| 3Y | +243.5% | +177.0% | +66.6% | +169.1% |
| All | +243.5% | +177.1% | +66.5% | +169.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling