+41.9%
XLP vs RPRX
+159.9%
-118.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +7.8% |
| 3M | +6.5% | +18.0% | -11.5% | +4.2% |
| 6M | +8.4% | +33.8% | -25.4% | +4.4% |
| YTD | +18.2% | +76.6% | -58.4% | +10.3% |
| 1Y | +22.4% | +68.2% | -45.8% | +14.8% |
| 3Y | +41.9% | +161.5% | -119.6% | +26.7% |
| All | +41.9% | +159.9% | -118.0% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling