+4.9%
STM vs RPRX
+159.9%
-155.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.8% | +4.5% |
| 7D | -10.7% | +0.2% | -10.9% | -10.8% |
| 30D | -25.7% | +18.6% | -44.3% | -27.9% |
| 3M | -21.6% | +18.0% | -39.6% | -23.9% |
| 6M | -27.8% | +33.8% | -61.6% | -32.9% |
| YTD | +61.8% | +76.6% | -14.8% | +39.4% |
| 1Y | +78.1% | +68.2% | +9.9% | +55.1% |
| 3Y | +4.9% | +161.5% | -156.6% | -15.3% |
| All | +4.9% | +159.9% | -155.0% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling