+75.0%
SW vs RPRX
+66.6%
+8.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -5.1% | +5.1% | -10.2% | -5.8% |
| 30D | -4.6% | +11.2% | -15.8% | -6.1% |
| 3M | +9.4% | +16.7% | -7.3% | +6.8% |
| 6M | +3.5% | +36.0% | -32.5% | -1.3% |
| YTD | +22.0% | +67.8% | -45.8% | +12.9% |
| 1Y | +2.2% | +76.7% | -74.5% | -6.2% |
| 3Y | +19.6% | +128.1% | -108.5% | +5.2% |
| 5Y | -2.3% | +82.9% | -85.2% | -11.9% |
| All | +75.0% | +66.6% | +8.4% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling