+26.0%
UPS vs RPRX
+66.6%
-40.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.9% | +5.1% | -8.0% | -3.9% |
| 30D | -3.5% | +11.2% | -14.7% | -5.6% |
| 3M | -5.7% | +16.7% | -22.4% | -8.7% |
| 6M | -4.4% | +36.0% | -40.4% | -10.2% |
| YTD | +8.0% | +67.8% | -59.8% | -2.7% |
| 1Y | +29.0% | +76.7% | -47.7% | +14.8% |
| 3Y | -27.7% | +128.1% | -155.8% | -39.3% |
| 5Y | -34.3% | +82.9% | -117.2% | -42.6% |
| All | +26.0% | +66.6% | -40.6% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling