+75.2%
SPY vs RPRX
+89.2%
-14.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | -2.4% | +21.2% | -23.5% | -6.7% |
| 3M | -1.2% | +21.6% | -22.8% | -5.8% |
| 6M | +3.3% | +36.7% | -33.4% | -4.7% |
| YTD | +12.3% | +83.7% | -71.4% | -4.3% |
| 1Y | +12.4% | +83.2% | -70.7% | -4.1% |
| 3Y | +78.8% | +177.7% | -98.9% | +32.4% |
| 5Y | +75.2% | +95.8% | -20.6% | +53.1% |
| All | +75.2% | +89.2% | -14.1% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling