+81.2%
XLP vs RPRX
+80.9%
+0.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | +2.3% | +4.6% | -2.3% | +1.7% |
| 30D | +9.1% | +22.0% | -12.9% | +6.3% |
| 3M | +7.9% | +20.3% | -12.4% | +5.2% |
| 6M | +9.6% | +37.9% | -28.3% | +5.1% |
| YTD | +19.4% | +82.2% | -62.8% | +10.6% |
| 1Y | +22.4% | +83.7% | -61.3% | +13.2% |
| 3Y | +43.2% | +175.4% | -132.3% | +25.1% |
| 5Y | +42.6% | +87.7% | -45.2% | +30.4% |
| All | +81.2% | +80.9% | +0.2% | +64.5% |
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