+66.1%
T vs RPRX
+74.2%
-8.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.3% | +5.0% | +0.8% |
| 7D | -1.5% | -2.8% | +1.2% | -1.0% |
| 30D | +7.6% | +7.2% | +0.4% | +6.0% |
| 3M | +15.3% | +10.9% | +4.4% | +12.7% |
| 6M | -8.5% | +34.6% | -43.0% | -14.3% |
| YTD | +6.8% | +59.0% | -52.2% | -3.8% |
| 1Y | -7.2% | +72.5% | -79.8% | -18.2% |
| 3Y | +108.2% | +124.1% | -15.8% | +70.5% |
| 5Y | +66.1% | +75.9% | -9.9% | +46.9% |
| All | +66.1% | +74.2% | -8.2% | +46.9% |
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 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