+230.5%
ABBV vs RPRX
+57.8%
+172.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.3% | +2.3% | -1.9% |
| 7D | -4.3% | -2.8% | -1.5% | -3.7% |
| 30D | +1.1% | +7.2% | -6.0% | -0.4% |
| 3M | +12.3% | +10.9% | +1.4% | +10.0% |
| 6M | +9.8% | +34.6% | -24.8% | +3.5% |
| YTD | +11.5% | +59.0% | -47.5% | +2.0% |
| 1Y | +22.3% | +72.5% | -50.3% | +10.1% |
| 3Y | +85.2% | +124.1% | -38.9% | +58.5% |
| 5Y | +170.8% | +75.9% | +94.9% | +140.9% |
| All | +230.5% | +57.8% | +172.7% | +192.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling