-9.6%
STZ vs RPRX
+77.4%
-87.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +5.1% | -7.0% | -2.2% |
| 30D | -1.9% | +11.2% | -13.1% | -2.5% |
| 3M | -6.2% | +16.7% | -23.0% | -7.2% |
| 6M | -14.0% | +36.0% | -50.0% | -16.1% |
| YTD | -5.1% | +67.8% | -72.9% | -10.4% |
| 1Y | -9.6% | +76.7% | -86.3% | -16.2% |
| All | -9.6% | +77.4% | -87.0% | -16.2% |
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