+70.0%
SW vs RPRX
+76.0%
-6.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +2.5% | +2.2% | +4.3% |
| 30D | +5.0% | +19.7% | -14.7% | +2.2% |
| 3M | -7.3% | +17.5% | -24.8% | -9.6% |
| 6M | +15.0% | +35.1% | -20.1% | +9.8% |
| YTD | +18.5% | +77.3% | -58.8% | +8.8% |
| 1Y | +27.1% | +70.4% | -43.3% | +17.3% |
| 3Y | +49.3% | +161.0% | -111.7% | +29.1% |
| 5Y | -1.6% | +92.2% | -93.8% | -11.9% |
| All | +70.0% | +76.0% | -6.1% | +50.3% |
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 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