+387.3%
SAN vs RPRX
+74.2%
+313.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +1.2% |
| 7D | +3.3% | -2.8% | +6.1% | +4.2% |
| 30D | +1.1% | +7.2% | -6.1% | -1.3% |
| 3M | +22.2% | +10.9% | +11.3% | +17.7% |
| 6M | +36.0% | +34.6% | +1.5% | +22.5% |
| YTD | +28.2% | +59.0% | -30.7% | +9.0% |
| 1Y | +54.1% | +72.5% | -18.4% | +26.6% |
| 3Y | +354.2% | +124.1% | +230.2% | +235.3% |
| 5Y | +387.3% | +75.9% | +311.4% | +303.7% |
| All | +387.3% | +74.2% | +313.1% | +303.7% |
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