+82.8%
XLV vs RPRX
+53.1%
+29.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.5% | +0.1% |
| 7D | -4.4% | -8.0% | +3.6% | -2.6% |
| 30D | -1.4% | +2.1% | -3.5% | -1.8% |
| 3M | +8.9% | +8.2% | +0.7% | +7.0% |
| 6M | +9.1% | +28.9% | -19.8% | +3.3% |
| YTD | +7.9% | +54.1% | -46.2% | -1.5% |
| 1Y | +22.7% | +65.5% | -42.8% | +10.3% |
| 3Y | +31.9% | +117.3% | -85.4% | +11.6% |
| 5Y | +34.9% | +71.6% | -36.7% | +19.8% |
| All | +82.8% | +53.1% | +29.7% | +61.6% |
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