+36.6%
ABT vs RPRX
+81.2%
-44.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.0% |
| 7D | -1.3% | +3.3% | -4.6% | -2.0% |
| 30D | +6.0% | +17.9% | -11.9% | +2.3% |
| 3M | -1.9% | +19.2% | -21.1% | -5.7% |
| 6M | +31.2% | +31.7% | -0.5% | +23.4% |
| YTD | -11.2% | +82.5% | -93.7% | -22.1% |
| 1Y | -14.0% | +78.4% | -92.4% | -24.2% |
| 3Y | +20.7% | +177.0% | -156.3% | -3.7% |
| 5Y | -6.7% | +86.5% | -93.1% | -19.3% |
| All | +36.6% | +81.2% | -44.6% | +16.8% |
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 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