+0.2%
SW vs RPRX
+89.2%
-89.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.9% |
| 7D | -2.6% | +3.6% | -6.2% | -3.3% |
| 30D | +7.2% | +21.2% | -14.0% | +3.1% |
| 3M | -10.5% | +21.6% | -32.1% | -14.0% |
| 6M | +9.9% | +36.7% | -26.8% | +2.8% |
| YTD | +17.2% | +83.7% | -66.4% | +3.2% |
| 1Y | +26.5% | +83.2% | -56.7% | +11.4% |
| 3Y | +47.7% | +177.7% | -130.0% | +18.4% |
| 5Y | +0.2% | +95.8% | -95.6% | -12.7% |
| All | +0.2% | +89.2% | -89.0% | -12.7% |
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