+11.2%
SE vs RPRX
+66.6%
-55.4%
-90.5%
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 | -6.1% | +5.1% | -11.2% | -8.1% |
| 30D | -2.5% | +11.2% | -13.7% | -6.8% |
| 3M | +21.7% | +16.7% | +5.0% | +13.3% |
| 6M | +27.0% | +36.0% | -9.0% | +10.0% |
| YTD | -12.1% | +67.8% | -79.9% | -31.1% |
| 1Y | -40.9% | +76.7% | -117.6% | -55.0% |
| 3Y | +191.0% | +128.1% | +62.9% | +89.9% |
| 5Y | -68.3% | +82.9% | -151.2% | -75.8% |
| All | +11.2% | +66.6% | -55.4% | -14.5% |
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