-46.8%
STZ vs RPRX
+128.5%
-175.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -1.9% | +5.1% | -7.0% | -2.1% |
| 30D | -1.9% | +11.2% | -13.1% | -2.3% |
| 3M | -6.2% | +16.7% | -23.0% | -6.9% |
| 6M | -14.0% | +36.0% | -50.0% | -15.3% |
| YTD | -5.1% | +67.8% | -72.9% | -7.7% |
| 1Y | -9.6% | +76.7% | -86.3% | -12.3% |
| All | -46.8% | +128.5% | -175.3% | -47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling