-9.8%
STZ vs RPRX
+75.3%
-85.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +4.9% | +0.2% | +4.7% | +4.9% |
| 30D | +20.9% | +18.6% | +2.3% | +18.2% |
| 3M | +8.0% | +18.0% | -10.0% | +5.7% |
| 6M | -5.3% | +33.8% | -39.1% | -8.9% |
| YTD | +5.9% | +76.6% | -70.6% | -1.9% |
| 1Y | +14.2% | +68.2% | -54.0% | +6.4% |
| 3Y | -37.0% | +161.5% | -198.5% | -45.0% |
| 5Y | -29.7% | +91.4% | -121.1% | -35.2% |
| All | -9.8% | +75.3% | -85.2% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling