+112.4%
XLC vs RPRX
+57.8%
+54.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -0.6% |
| 30D | -0.9% | +4.9% | -5.8% | -1.9% |
| 3M | -0.3% | +9.4% | -9.7% | -2.3% |
| 6M | -5.2% | +33.3% | -38.5% | -10.9% |
| YTD | -5.3% | +59.0% | -64.3% | -14.4% |
| 1Y | -2.8% | +69.2% | -72.0% | -13.5% |
| 3Y | +71.2% | +124.1% | -52.9% | +41.9% |
| 5Y | +37.6% | +77.9% | -40.3% | +21.9% |
| All | +112.4% | +57.8% | +54.6% | +88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling