+79.3%
XLP vs RPRX
+75.3%
+3.9%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +10.3% | +18.6% | -8.3% | +7.9% |
| 3M | +6.5% | +18.0% | -11.5% | +4.2% |
| 6M | +8.4% | +33.8% | -25.4% | +4.3% |
| YTD | +18.2% | +76.6% | -58.4% | +9.9% |
| 1Y | +22.4% | +68.2% | -45.8% | +14.4% |
| 3Y | +41.9% | +161.5% | -119.6% | +24.8% |
| 5Y | +40.9% | +91.4% | -50.5% | +28.9% |
| All | +79.3% | +75.3% | +3.9% | +63.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling