+240.3%
UMC vs RPRX
+65.1%
+175.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.3% |
| 7D | +9.0% | -8.4% | +17.4% | +7.2% |
| 30D | +17.2% | -0.6% | +17.9% | +16.9% |
| 3M | +11.4% | +6.4% | +5.0% | +12.9% |
| 6M | +137.5% | +26.6% | +110.9% | +135.6% |
| YTD | +193.1% | +53.8% | +139.3% | +197.9% |
| 1Y | +240.3% | +62.8% | +177.5% | +254.9% |
| All | +240.3% | +65.1% | +175.2% | +254.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling