+116.0%
VMC vs RPRX
+52.7%
+63.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.8% | -8.4% | +4.6% | -2.5% |
| 30D | -9.7% | -0.6% | -9.1% | -9.6% |
| 3M | -9.6% | +6.4% | -16.1% | -10.6% |
| 6M | -4.8% | +26.6% | -31.4% | -8.4% |
| YTD | -10.9% | +53.8% | -64.6% | -16.7% |
| 1Y | -15.6% | +62.8% | -78.4% | -21.9% |
| 3Y | +19.3% | +118.0% | -98.7% | +5.0% |
| 5Y | +48.0% | +71.2% | -23.2% | +35.9% |
| All | +116.0% | +52.7% | +63.3% | +97.8% |
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