-20.4%
SAP vs RPRX
+74.1%
-94.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -1.2% |
| 7D | -0.3% | -2.8% | +2.5% | 0.0% |
| 30D | +2.6% | +7.2% | -4.6% | +2.0% |
| 3M | +16.3% | +10.9% | +5.4% | +15.0% |
| 6M | +6.4% | +34.6% | -28.2% | +3.6% |
| YTD | -11.4% | +59.0% | -70.4% | -16.6% |
| 1Y | -20.4% | +72.5% | -92.9% | -26.9% |
| All | -20.4% | +74.1% | -94.5% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling