+63.4%
SW vs RPRX
+81.2%
-17.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.0% |
| 7D | -2.9% | +3.3% | -6.3% | -3.4% |
| 30D | +5.0% | +17.9% | -12.9% | +2.5% |
| 3M | -13.7% | +19.2% | -32.9% | -15.9% |
| 6M | +8.0% | +31.7% | -23.7% | +3.5% |
| YTD | +14.0% | +82.5% | -68.5% | +4.1% |
| 1Y | +25.6% | +78.4% | -52.8% | +15.1% |
| 3Y | +40.1% | +177.0% | -136.8% | +20.2% |
| 5Y | -2.6% | +86.5% | -89.1% | -12.8% |
| All | +63.4% | +81.2% | -17.8% | +43.9% |
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 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