+499.4%
AMAT vs RPRX
+75.3%
+424.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.3% |
| 7D | -14.7% | +0.2% | -14.9% | -14.8% |
| 30D | -36.1% | +18.6% | -54.7% | -38.6% |
| 3M | -36.9% | +18.0% | -54.9% | -39.5% |
| 6M | -22.2% | +33.8% | -56.0% | -28.3% |
| YTD | +29.9% | +76.6% | -46.6% | +11.3% |
| 1Y | +43.3% | +68.2% | -25.0% | +24.1% |
| 3Y | +142.7% | +161.5% | -18.9% | +84.3% |
| 5Y | +126.2% | +91.4% | +34.8% | +92.0% |
| All | +499.4% | +75.3% | +424.0% | +409.1% |
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