-22.6%
XYL vs RPRX
+86.5%
-109.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | -0.1% |
| 7D | -3.7% | +3.3% | -7.1% | -4.7% |
| 30D | -8.3% | +17.9% | -26.2% | -12.9% |
| 3M | -21.4% | +19.2% | -40.7% | -25.9% |
| 6M | -12.9% | +31.7% | -44.6% | -20.7% |
| YTD | -30.1% | +82.5% | -112.5% | -43.2% |
| 1Y | -35.2% | +78.4% | -113.6% | -47.0% |
| 3Y | -0.8% | +177.0% | -177.7% | -33.3% |
| All | -22.6% | +86.5% | -109.1% | -35.4% |
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