+34.1%
XLP vs RPRX
+83.4%
-49.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +5.1% | -6.1% | -1.8% |
| 30D | -0.9% | +11.2% | -12.1% | -2.6% |
| 3M | +3.8% | +16.7% | -12.9% | +1.1% |
| 6M | -1.7% | +36.0% | -37.7% | -6.8% |
| YTD | +10.3% | +67.8% | -57.5% | +1.0% |
| 1Y | +7.8% | +76.7% | -68.9% | -2.3% |
| 3Y | +27.2% | +128.1% | -100.9% | +9.6% |
| All | +34.1% | +83.4% | -49.4% | +22.0% |
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