+81.7%
XLI vs RPRX
+77.9%
+3.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -0.6% | -4.0% | +3.4% | +0.3% |
| 30D | -6.9% | +4.9% | -11.9% | -8.1% |
| 3M | -1.9% | +9.4% | -11.3% | -4.2% |
| 6M | +1.0% | +33.3% | -32.3% | -6.1% |
| YTD | +11.3% | +59.0% | -47.6% | -0.9% |
| 1Y | +15.8% | +69.2% | -53.4% | +1.3% |
| 3Y | +69.8% | +124.1% | -54.3% | +36.6% |
| All | +81.7% | +77.9% | +3.9% | +59.7% |
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