+51.2%
XBI vs RPRX
+53.1%
-1.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.3% |
| 7D | -4.6% | -8.0% | +3.4% | -1.1% |
| 30D | -0.8% | +2.1% | -2.9% | -1.6% |
| 3M | +21.8% | +8.2% | +13.6% | +17.5% |
| 6M | +23.2% | +28.9% | -5.7% | +10.3% |
| YTD | +28.7% | +54.1% | -25.4% | +6.7% |
| 1Y | +67.8% | +65.5% | +2.2% | +34.3% |
| 3Y | +100.6% | +117.3% | -16.6% | +40.1% |
| 5Y | +19.8% | +71.6% | -51.8% | -5.7% |
| All | +51.2% | +53.1% | -1.9% | +21.4% |
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