+153.2%
AMAT vs RPRX
+91.4%
+61.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -3.3% |
| 7D | +19.3% | +2.1% | +17.3% | +18.9% |
| 30D | -17.9% | +21.9% | -39.9% | -21.5% |
| 3M | -30.4% | +16.9% | -47.4% | -33.0% |
| 6M | -11.4% | +34.5% | -46.0% | -18.5% |
| YTD | +48.8% | +80.9% | -32.2% | +25.6% |
| 1Y | +66.0% | +77.6% | -11.6% | +40.9% |
| 3Y | +158.8% | +173.5% | -14.7% | +89.3% |
| 5Y | +153.2% | +84.9% | +68.3% | +132.9% |
| All | +153.2% | +91.4% | +61.8% | +132.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling