+105.4%
STM vs RPRX
+66.6%
+38.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +5.8% | +5.1% | +0.7% | +4.2% |
| 30D | -1.0% | +11.2% | -12.2% | -4.2% |
| 3M | -33.3% | +16.7% | -50.0% | -36.7% |
| 6M | +57.4% | +36.0% | +21.4% | +41.8% |
| YTD | +102.2% | +67.8% | +34.4% | +70.2% |
| 1Y | +99.6% | +76.7% | +22.9% | +64.7% |
| 3Y | +14.5% | +128.1% | -113.6% | -13.6% |
| 5Y | +21.4% | +82.9% | -61.5% | -0.9% |
| All | +105.4% | +66.6% | +38.7% | +66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling