+73.2%
SAP vs RPRX
+57.8%
+15.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -0.3% | -4.0% | +3.7% | +0.7% |
| 30D | +0.3% | +4.9% | -4.7% | -1.0% |
| 3M | +16.9% | +9.4% | +7.5% | +14.2% |
| 6M | +6.3% | +33.3% | -27.0% | -1.2% |
| YTD | -12.4% | +59.0% | -71.4% | -22.4% |
| 1Y | -21.6% | +69.2% | -90.8% | -31.8% |
| 3Y | +54.8% | +124.1% | -69.3% | +24.0% |
| 5Y | +56.2% | +77.9% | -21.7% | +33.6% |
| All | +73.2% | +57.8% | +15.3% | +48.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling