-26.6%
VRSK vs RPRX
+116.2%
-142.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | -8.4% | +3.2% | -4.6% |
| 30D | -2.3% | -0.6% | -1.7% | -2.1% |
| 3M | -2.9% | +6.4% | -9.4% | -3.1% |
| 6M | -12.8% | +26.6% | -39.4% | -13.6% |
| YTD | -20.8% | +53.8% | -74.6% | -22.5% |
| 1Y | -33.2% | +62.8% | -96.0% | -35.1% |
| 3Y | -26.6% | +118.0% | -144.6% | -29.9% |
| All | -26.6% | +116.2% | -142.8% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling