-23.0%
AKAM vs RPRX
+177.1%
-200.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.2% | -1.5% |
| 7D | +2.8% | +3.3% | -0.6% | +2.3% |
| 30D | -6.9% | +17.9% | -24.8% | -9.0% |
| 3M | -31.8% | +19.2% | -51.1% | -33.6% |
| 6M | -47.0% | +31.7% | -78.7% | -49.2% |
| YTD | -2.1% | +82.5% | -84.6% | -9.0% |
| 1Y | -3.7% | +78.4% | -82.1% | -10.3% |
| 3Y | -23.0% | +177.0% | -200.0% | -31.8% |
| All | -23.0% | +177.1% | -200.1% | -31.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling