+1,134.3%
UMC vs RPRX
+52.7%
+1,081.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -8.4% | +17.4% | +11.0% |
| 30D | +17.2% | -0.6% | +17.9% | +17.2% |
| 3M | +11.4% | +6.4% | +5.0% | +9.1% |
| 6M | +137.5% | +26.6% | +110.9% | +122.1% |
| YTD | +193.1% | +53.8% | +139.3% | +160.9% |
| 1Y | +240.3% | +62.8% | +177.5% | +197.3% |
| 3Y | +262.2% | +118.0% | +144.2% | +188.5% |
| 5Y | +143.1% | +71.2% | +71.9% | +109.9% |
| All | +1,134.3% | +52.7% | +1,081.6% | +989.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling