+37.8%
XLC vs RPRX
+74.2%
-36.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.8% |
| 7D | +0.6% | -2.8% | +3.4% | +1.2% |
| 30D | +0.2% | +7.2% | -6.9% | -1.5% |
| 3M | +0.6% | +10.9% | -10.2% | -2.1% |
| 6M | -4.5% | +34.6% | -39.1% | -11.7% |
| YTD | -4.7% | +59.0% | -63.7% | -15.7% |
| 1Y | -1.7% | +72.5% | -74.2% | -15.0% |
| 3Y | +72.3% | +124.1% | -51.8% | +36.6% |
| 5Y | +37.8% | +75.9% | -38.2% | +23.7% |
| All | +37.8% | +74.2% | -36.5% | +23.7% |
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