+72.4%
TER vs RPRX
+93.9%
-21.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +2.2% | +10.5% | +12.1% |
| 7D | -5.8% | +3.4% | -9.1% | -6.6% |
| 30D | -38.9% | +20.8% | -59.7% | -42.5% |
| 3M | -35.1% | +21.6% | -56.7% | -39.4% |
| 6M | -31.6% | +36.5% | -68.1% | -39.7% |
| YTD | +27.2% | +80.4% | -53.2% | +0.5% |
| 1Y | +35.2% | +81.8% | -46.6% | +6.5% |
| 3Y | +192.8% | +170.9% | +21.9% | +93.6% |
| 5Y | +72.4% | +95.2% | -22.8% | +40.6% |
| All | +72.4% | +93.9% | -21.5% | +40.6% |
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