+35.6%
ABT vs RPRX
+66.6%
-31.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.7% | +5.1% | -8.8% | -4.7% |
| 30D | +2.5% | +11.2% | -8.7% | +0.1% |
| 3M | +20.2% | +16.7% | +3.5% | +16.2% |
| 6M | -2.9% | +36.0% | -38.9% | -9.2% |
| YTD | -11.9% | +67.8% | -79.7% | -21.2% |
| 1Y | -16.5% | +76.7% | -93.2% | -26.3% |
| 3Y | +12.1% | +128.1% | -116.0% | -6.8% |
| 5Y | -7.4% | +82.9% | -90.3% | -19.1% |
| All | +35.6% | +66.6% | -31.1% | +18.1% |
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