-28.4%
STZ vs RPRX
+93.1%
-121.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +11.8% | +2.5% | +9.3% | +11.4% |
| 30D | +26.0% | +19.7% | +6.3% | +22.6% |
| 3M | +11.5% | +17.5% | -5.9% | +8.9% |
| 6M | -2.0% | +35.1% | -37.1% | -6.4% |
| YTD | +7.9% | +77.3% | -69.4% | -1.4% |
| 1Y | +13.9% | +70.4% | -56.5% | +4.7% |
| 3Y | -35.8% | +161.0% | -196.8% | -45.3% |
| 5Y | -28.4% | +92.2% | -120.6% | -31.9% |
| All | -28.4% | +93.1% | -121.6% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling