-49.3%
TE vs RPRX
+70.9%
-120.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +0.2% | -8.4% | +8.6% | +2.9% |
| 30D | -5.9% | -0.6% | -5.3% | -6.0% |
| 3M | -45.6% | +6.4% | -52.0% | -47.6% |
| 6M | -43.4% | +26.6% | -70.0% | -50.3% |
| YTD | -31.0% | +53.8% | -84.8% | -45.2% |
| 1Y | +145.2% | +62.8% | +82.4% | +88.3% |
| 3Y | -24.1% | +118.0% | -142.1% | -51.1% |
| All | -49.3% | +70.9% | -120.2% | -61.5% |
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