-74.0%
SNAP vs RPRX
+57.8%
-131.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.5% | +1.4% |
| 7D | +1.5% | -2.8% | +4.3% | +2.6% |
| 30D | +1.9% | +7.2% | -5.3% | -1.1% |
| 3M | -3.9% | +10.9% | -14.8% | -8.4% |
| 6M | +5.2% | +34.6% | -29.3% | -7.8% |
| YTD | -32.7% | +59.0% | -91.7% | -45.3% |
| 1Y | -24.8% | +72.5% | -97.3% | -41.4% |
| 3Y | -42.2% | +124.1% | -166.3% | -60.0% |
| 5Y | -92.7% | +75.9% | -168.6% | -94.3% |
| All | -74.0% | +57.8% | -131.9% | -79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling