+84.0%
STM vs RPRX
+81.2%
+2.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.3% | +0.3% |
| 7D | +12.0% | +3.3% | +8.7% | +11.0% |
| 30D | -0.4% | +17.9% | -18.3% | -5.0% |
| 3M | -13.2% | +19.2% | -32.4% | -17.7% |
| 6M | -26.1% | +31.7% | -57.8% | -32.6% |
| YTD | +81.2% | +82.5% | -1.3% | +48.7% |
| 1Y | +98.3% | +78.4% | +19.9% | +63.9% |
| 3Y | +16.7% | +177.0% | -160.2% | -17.3% |
| 5Y | -4.8% | +86.5% | -91.3% | -22.8% |
| All | +84.0% | +81.2% | +2.8% | +45.3% |
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