+237.1%
SLB vs RPRX
+66.6%
+170.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +0.8% | +5.1% | -4.3% | -0.4% |
| 30D | +15.8% | +11.2% | +4.6% | +12.9% |
| 3M | -0.3% | +16.7% | -17.1% | -4.2% |
| 6M | +21.3% | +36.0% | -14.6% | +12.1% |
| YTD | +52.3% | +67.8% | -15.5% | +33.5% |
| 1Y | +63.6% | +76.7% | -13.1% | +41.2% |
| 3Y | +3.8% | +128.1% | -124.4% | -16.9% |
| 5Y | +128.6% | +82.9% | +45.8% | +94.0% |
| All | +237.1% | +66.6% | +170.5% | +182.0% |
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