-8.2%
STZ vs RPRX
+79.7%
-87.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.5% |
| 7D | 0.0% | +2.1% | -2.0% | -0.2% |
| 30D | +14.7% | +21.9% | -7.2% | +11.8% |
| 3M | +8.8% | +16.9% | -8.1% | +6.6% |
| 6M | +3.1% | +34.5% | -31.5% | -0.9% |
| YTD | +7.9% | +80.9% | -73.1% | -0.4% |
| 1Y | +14.2% | +77.6% | -63.4% | +5.6% |
| 3Y | -35.2% | +173.5% | -208.7% | -43.8% |
| 5Y | -29.6% | +84.9% | -114.5% | -34.9% |
| All | -8.2% | +79.7% | -87.8% | -16.8% |
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