-9.4%
ABT vs RPRX
+77.0%
-86.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -4.0% | -0.8% | -3.6% |
| 30D | -3.1% | +4.9% | -8.1% | -4.5% |
| 3M | +16.1% | +9.4% | +6.8% | +13.1% |
| 6M | -5.3% | +33.3% | -38.6% | -13.0% |
| YTD | -14.4% | +59.0% | -73.4% | -25.2% |
| 1Y | -18.4% | +69.2% | -87.6% | -30.2% |
| 3Y | +11.2% | +124.1% | -112.9% | -13.3% |
| 5Y | -9.4% | +77.9% | -87.2% | -21.5% |
| All | -9.4% | +77.0% | -86.4% | -21.5% |
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 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