+75.4%
STM vs RPRX
+79.2%
-3.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.2% | +4.6% | +6.2% |
| 7D | -5.6% | +3.4% | -9.0% | -6.5% |
| 30D | -14.4% | +20.8% | -35.2% | -19.1% |
| 3M | -20.5% | +21.6% | -42.1% | -25.1% |
| 6M | -24.5% | +36.5% | -61.1% | -32.1% |
| YTD | +72.7% | +80.4% | -7.7% | +42.2% |
| 1Y | +91.0% | +81.8% | +9.2% | +56.8% |
| 3Y | +13.5% | +170.9% | -157.3% | -19.0% |
| 5Y | -9.2% | +95.2% | -104.4% | -27.2% |
| All | +75.4% | +79.2% | -3.8% | +38.9% |
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