+60.4%
AMGN vs RPRX
+77.4%
-17.0%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | +5.1% | -4.0% | -2.1% |
| 30D | +7.8% | +11.2% | -3.4% | +0.8% |
| 3M | +27.3% | +16.7% | +10.5% | +15.4% |
| 6M | +16.8% | +36.0% | -19.2% | -3.7% |
| YTD | +36.3% | +67.8% | -31.5% | -0.3% |
| 1Y | +60.4% | +76.7% | -16.3% | +12.4% |
| All | +60.4% | +77.4% | -17.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling