+5.6%
AKAM vs RPRX
+57.8%
-52.3%
-46.8%
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 | +0.4% | -5.3% | +5.6% | +1.7% |
| 7D | -0.8% | -2.8% | +2.0% | -0.2% |
| 30D | -4.5% | +7.2% | -11.6% | -6.2% |
| 3M | -25.6% | +10.9% | -36.4% | -27.6% |
| 6M | +5.7% | +34.6% | -28.8% | -1.8% |
| YTD | +21.0% | +59.0% | -37.9% | +8.2% |
| 1Y | +33.9% | +72.5% | -38.6% | +16.6% |
| 3Y | +0.9% | +124.1% | -123.2% | -18.9% |
| 5Y | -6.9% | +75.9% | -82.8% | -19.5% |
| All | +5.6% | +57.8% | -52.3% | -8.2% |
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