+719.1%
AMAT vs RPRX
+66.6%
+652.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | +5.1% | -6.6% | -2.7% |
| 30D | -14.8% | +11.2% | -26.0% | -17.0% |
| 3M | -9.3% | +16.7% | -26.0% | -13.1% |
| 6M | +27.4% | +36.0% | -8.6% | +17.0% |
| YTD | +77.6% | +67.8% | +9.8% | +54.2% |
| 1Y | +188.9% | +76.7% | +112.2% | +147.0% |
| 3Y | +202.3% | +128.1% | +74.2% | +139.4% |
| 5Y | +248.9% | +82.9% | +166.0% | +199.1% |
| All | +719.1% | +66.6% | +652.5% | +605.4% |
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