+88.0%
ALNY vs RPRX
+52.7%
+35.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -6.5% | -8.4% | +1.8% | -3.3% |
| 30D | +11.0% | -0.6% | +11.7% | +11.5% |
| 3M | -14.1% | +6.4% | -20.5% | -16.1% |
| 6M | -22.4% | +26.6% | -49.0% | -29.1% |
| YTD | -37.5% | +53.8% | -91.2% | -47.0% |
| 1Y | -46.9% | +62.8% | -109.7% | -56.1% |
| 3Y | +22.1% | +118.0% | -96.0% | -10.7% |
| 5Y | +31.2% | +71.2% | -40.0% | +6.3% |
| All | +88.0% | +52.7% | +35.3% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling