-1.6%
SW vs RPRX
+93.1%
-94.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | +4.7% | +2.5% | +2.2% | +4.2% |
| 30D | +5.0% | +19.7% | -14.7% | +1.4% |
| 3M | -7.3% | +17.5% | -24.8% | -10.2% |
| 6M | +15.0% | +35.1% | -20.1% | +8.3% |
| YTD | +18.5% | +77.3% | -58.8% | +6.0% |
| 1Y | +27.1% | +70.4% | -43.3% | +14.5% |
| 3Y | +49.3% | +161.0% | -111.7% | +23.1% |
| 5Y | -1.6% | +92.2% | -93.8% | -13.3% |
| All | -1.6% | +93.1% | -94.8% | -13.3% |
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