+29.3%
ABT vs RPRX
+53.1%
-23.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.0% | +1.3% | -1.1% |
| 7D | -5.0% | -8.0% | +3.0% | -3.2% |
| 30D | -5.8% | +2.1% | -7.9% | -6.3% |
| 3M | +16.7% | +8.2% | +8.5% | +14.7% |
| 6M | -5.2% | +28.9% | -34.1% | -10.3% |
| YTD | -16.0% | +54.1% | -70.1% | -23.5% |
| 1Y | -18.3% | +65.5% | -83.8% | -26.8% |
| 3Y | +9.2% | +117.3% | -108.1% | -8.2% |
| 5Y | -11.6% | +71.6% | -83.2% | -21.4% |
| All | +29.3% | +53.1% | -23.7% | +14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling