+83.8%
XLP vs RPRX
+81.2%
+2.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +2.5% | +3.3% | -0.8% | +2.1% |
| 30D | +7.3% | +17.9% | -10.6% | +5.0% |
| 3M | +8.1% | +19.2% | -11.2% | +5.6% |
| 6M | +10.5% | +31.7% | -21.2% | +6.5% |
| YTD | +21.2% | +82.5% | -61.3% | +12.2% |
| 1Y | +22.7% | +78.4% | -55.7% | +13.9% |
| 3Y | +44.8% | +177.0% | -132.2% | +26.4% |
| 5Y | +44.7% | +86.5% | -41.7% | +32.4% |
| All | +83.8% | +81.2% | +2.6% | +66.8% |
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