-27.6%
STZ vs RPRX
+93.9%
-121.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +2.2% |
| 7D | +3.4% | +3.4% | +0.1% | +2.9% |
| 30D | +19.6% | +20.8% | -1.2% | +16.3% |
| 3M | +8.0% | +21.6% | -13.6% | +5.0% |
| 6M | -0.3% | +36.5% | -36.8% | -4.9% |
| YTD | +8.6% | +80.4% | -71.9% | -1.1% |
| 1Y | +17.3% | +81.8% | -64.5% | +6.8% |
| 3Y | -34.7% | +170.9% | -205.5% | -44.9% |
| 5Y | -27.6% | +95.2% | -122.8% | -31.3% |
| All | -27.6% | +93.9% | -121.5% | -31.3% |
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