+102.7%
STM vs RPRX
+57.8%
+44.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | -4.0% | +5.6% | +2.8% |
| 30D | -5.2% | +4.9% | -10.1% | -6.6% |
| 3M | -29.6% | +9.4% | -39.0% | -31.9% |
| 6M | +54.4% | +33.3% | +21.1% | +39.7% |
| YTD | +99.5% | +59.0% | +40.6% | +70.6% |
| 1Y | +100.8% | +69.2% | +31.5% | +67.7% |
| 3Y | +20.2% | +124.1% | -103.9% | -9.1% |
| 5Y | +21.1% | +77.9% | -56.7% | -0.1% |
| All | +102.7% | +57.8% | +44.8% | +66.7% |
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