+109.1%
AMGN vs RPRX
+72.5%
+36.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.2% |
| 7D | -13.9% | -8.0% | -5.9% | -11.4% |
| 30D | -7.1% | +2.1% | -9.2% | -7.5% |
| 3M | +13.9% | +8.2% | +5.7% | +11.6% |
| 6M | +3.2% | +28.9% | -25.6% | -3.8% |
| YTD | +19.2% | +54.1% | -34.9% | +5.9% |
| 1Y | +41.1% | +65.5% | -24.4% | +23.0% |
| 3Y | +61.3% | +117.3% | -56.0% | +31.7% |
| 5Y | +109.1% | +71.6% | +37.5% | +80.8% |
| All | +109.1% | +72.5% | +36.6% | +80.8% |
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