+93.8%
SAP vs RPRX
+79.7%
+14.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.3% |
| 7D | -3.9% | +2.1% | -6.0% | -4.4% |
| 30D | +6.5% | +21.9% | -15.4% | +1.5% |
| 3M | +14.7% | +16.9% | -2.3% | +10.3% |
| 6M | +39.9% | +34.5% | +5.4% | +29.8% |
| YTD | -2.0% | +80.9% | -82.9% | -15.9% |
| 1Y | -6.0% | +77.6% | -83.6% | -19.0% |
| 3Y | +67.7% | +173.5% | -105.9% | +27.7% |
| 5Y | +78.8% | +84.9% | -6.1% | +51.4% |
| All | +93.8% | +79.7% | +14.1% | +60.7% |
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 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