+78.1%
SAP vs RPRX
+66.6%
+11.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | -2.9% | +5.1% | -8.0% | -4.1% |
| 30D | +9.0% | +11.2% | -2.2% | +6.2% |
| 3M | +14.9% | +16.7% | -1.8% | +10.6% |
| 6M | +11.9% | +36.0% | -24.1% | +3.4% |
| YTD | -9.9% | +67.8% | -77.7% | -21.2% |
| 1Y | -19.5% | +76.7% | -96.2% | -30.7% |
| 3Y | +61.8% | +128.1% | -66.3% | +29.2% |
| 5Y | +56.2% | +82.9% | -26.7% | +32.7% |
| All | +78.1% | +66.6% | +11.5% | +50.5% |
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