+5.4%
VTEB vs RPRX
+53.1%
-47.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.7% |
| 7D | -1.2% | -8.0% | +6.8% | -1.1% |
| 30D | -2.9% | +2.1% | -4.9% | -2.9% |
| 3M | -3.2% | +8.2% | -11.3% | -3.3% |
| 6M | -2.6% | +28.9% | -31.5% | -3.1% |
| YTD | -1.8% | +54.1% | -56.0% | -2.5% |
| 1Y | +0.2% | +65.5% | -65.3% | -0.6% |
| 3Y | +8.2% | +117.3% | -109.1% | +6.8% |
| 5Y | +0.8% | +71.6% | -70.8% | -0.2% |
| All | +5.4% | +53.1% | -47.7% | +4.3% |
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