+28.6%
XLB vs RPRX
+86.5%
-57.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.5% | +3.3% | -2.8% | -0.4% |
| 30D | +5.2% | +17.9% | -12.7% | +0.4% |
| 3M | +0.3% | +19.2% | -18.9% | -4.6% |
| 6M | +1.2% | +31.7% | -30.5% | -6.8% |
| YTD | +16.6% | +82.5% | -65.8% | -2.6% |
| 1Y | +21.4% | +78.4% | -57.0% | +2.1% |
| 3Y | +43.2% | +177.0% | -133.7% | +2.2% |
| All | +28.6% | +86.5% | -57.8% | +9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling