+170.5%
XLI vs RPRX
+57.8%
+112.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.5% |
| 7D | +1.0% | -2.8% | +3.8% | +1.5% |
| 30D | -5.8% | +7.2% | -13.0% | -7.1% |
| 3M | +0.7% | +10.9% | -10.2% | -1.4% |
| 6M | +3.2% | +34.6% | -31.4% | -2.7% |
| YTD | +13.0% | +59.0% | -45.9% | +3.4% |
| 1Y | +16.8% | +72.5% | -55.7% | +5.0% |
| 3Y | +72.4% | +124.1% | -51.7% | +46.4% |
| 5Y | +82.8% | +75.9% | +6.8% | +63.1% |
| All | +170.5% | +57.8% | +112.6% | +140.3% |
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