+96.6%
SAP vs RPRX
+79.2%
+17.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.2% | -0.5% | +1.2% |
| 7D | +1.6% | +3.4% | -1.8% | +0.8% |
| 30D | +10.5% | +20.8% | -10.3% | +5.6% |
| 3M | +15.2% | +21.6% | -6.5% | +9.7% |
| 6M | +36.7% | +36.5% | +0.1% | +26.3% |
| YTD | -0.6% | +80.4% | -81.0% | -14.6% |
| 1Y | -4.1% | +81.8% | -85.9% | -17.8% |
| 3Y | +73.2% | +170.9% | -97.6% | +32.3% |
| 5Y | +74.1% | +95.2% | -21.1% | +45.8% |
| All | +96.6% | +79.2% | +17.4% | +63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling