+100.8%
STM vs RPRX
+72.7%
+28.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +1.7% | -4.0% | +5.6% | +1.9% |
| 30D | -5.2% | +4.9% | -10.1% | -5.2% |
| 3M | -29.6% | +9.4% | -39.0% | -29.9% |
| 6M | +54.4% | +33.3% | +21.1% | +41.4% |
| YTD | +99.5% | +59.0% | +40.6% | +76.6% |
| 1Y | +100.8% | +69.2% | +31.5% | +80.7% |
| All | +100.8% | +72.7% | +28.1% | +80.7% |
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 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