+101.4%
AMGN vs RPRX
+52.7%
+48.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | -8.4% | -5.3% | -11.7% |
| 30D | -8.8% | -0.6% | -8.2% | -8.5% |
| 3M | +7.2% | +6.4% | +0.8% | +5.9% |
| 6M | +1.3% | +26.6% | -25.3% | -3.8% |
| YTD | +17.6% | +53.8% | -36.1% | +7.3% |
| 1Y | +37.2% | +62.8% | -25.6% | +23.6% |
| 3Y | +57.7% | +118.0% | -60.3% | +34.2% |
| 5Y | +106.3% | +71.2% | +35.1% | +82.5% |
| All | +101.4% | +52.7% | +48.7% | +78.2% |
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