+106.8%
XLC vs RPRX
+79.7%
+27.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | +3.1% | +2.1% | +1.0% | +2.7% |
| 30D | -4.2% | +21.9% | -26.1% | -7.9% |
| 3M | -2.1% | +16.9% | -19.1% | -5.2% |
| 6M | -6.6% | +34.5% | -41.1% | -12.3% |
| YTD | -7.8% | +80.9% | -88.7% | -18.8% |
| 1Y | -4.1% | +77.6% | -81.7% | -15.2% |
| 3Y | +62.6% | +173.5% | -110.9% | +29.1% |
| 5Y | +39.6% | +84.9% | -45.3% | +22.2% |
| All | +106.8% | +79.7% | +27.2% | +78.9% |
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 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