+99.6%
STM vs RPRX
+77.4%
+22.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | +5.8% | +5.1% | +0.7% | +5.7% |
| 30D | -1.0% | +11.2% | -12.2% | -1.1% |
| 3M | -33.3% | +16.7% | -50.0% | -33.8% |
| 6M | +57.4% | +36.0% | +21.4% | +45.5% |
| YTD | +102.2% | +67.8% | +34.4% | +81.4% |
| 1Y | +99.6% | +76.7% | +22.9% | +82.2% |
| All | +99.6% | +77.4% | +22.2% | +82.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling