+82.2%
STM vs RPRX
+82.4%
-0.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +1.4% | +3.6% | -2.2% | +0.5% |
| 30D | -8.4% | +21.2% | -29.5% | -13.3% |
| 3M | -15.8% | +21.6% | -37.4% | -20.6% |
| 6M | -22.8% | +36.7% | -59.5% | -30.5% |
| YTD | +79.4% | +83.7% | -4.3% | +46.9% |
| 1Y | +97.0% | +83.2% | +13.8% | +61.5% |
| 3Y | +14.2% | +177.7% | -163.5% | -19.1% |
| 5Y | -4.5% | +95.8% | -100.2% | -23.4% |
| All | +82.2% | +82.4% | -0.2% | +43.6% |
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