+114.7%
XLC vs RPRX
+66.6%
+48.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.8% | +5.1% | -6.0% | -1.8% |
| 30D | +1.0% | +11.2% | -10.2% | -1.1% |
| 3M | -0.7% | +16.7% | -17.4% | -3.9% |
| 6M | -5.1% | +36.0% | -41.1% | -11.2% |
| YTD | -4.3% | +67.8% | -72.1% | -14.3% |
| 1Y | -0.6% | +76.7% | -77.3% | -12.2% |
| 3Y | +72.7% | +128.1% | -55.4% | +43.0% |
| 5Y | +38.0% | +82.9% | -44.9% | +21.4% |
| All | +114.7% | +66.6% | +48.1% | +88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling