+113.7%
XLC vs RPRX
+53.1%
+60.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.0% | +3.6% | +1.2% |
| 7D | -1.7% | -8.0% | +6.4% | -0.1% |
| 30D | +0.2% | +2.1% | -1.9% | -0.3% |
| 3M | +0.7% | +8.2% | -7.5% | -1.1% |
| 6M | -4.5% | +28.9% | -33.3% | -9.7% |
| YTD | -4.7% | +54.1% | -58.9% | -13.3% |
| 1Y | -1.5% | +65.5% | -67.0% | -11.9% |
| 3Y | +72.2% | +117.3% | -45.0% | +43.7% |
| 5Y | +39.3% | +71.6% | -32.3% | +24.2% |
| All | +113.7% | +53.1% | +60.7% | +90.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling