+36.5%
XLB vs RPRX
+74.2%
-37.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.3% | +0.4% |
| 7D | -0.2% | -2.8% | +2.5% | +0.5% |
| 30D | -1.7% | +7.2% | -8.9% | -3.6% |
| 3M | +4.4% | +10.9% | -6.5% | +1.2% |
| 6M | +5.0% | +34.6% | -29.5% | -3.6% |
| YTD | +15.5% | +59.0% | -43.5% | +1.2% |
| 1Y | +14.9% | +72.5% | -57.6% | -1.9% |
| 3Y | +34.5% | +124.1% | -89.6% | +5.0% |
| 5Y | +36.5% | +75.9% | -39.4% | +17.3% |
| All | +36.5% | +74.2% | -37.7% | +17.3% |
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 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