+109.8%
AMGN vs RPRX
+57.8%
+52.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -5.3% | -4.8% | -8.7% |
| 7D | -10.3% | -2.8% | -7.5% | -9.5% |
| 30D | -3.8% | +7.2% | -10.9% | -5.2% |
| 3M | +14.4% | +10.9% | +3.5% | +11.8% |
| 6M | +7.8% | +34.6% | -26.7% | +1.0% |
| YTD | +22.6% | +59.0% | -36.4% | +10.8% |
| 1Y | +44.2% | +72.5% | -28.3% | +28.2% |
| 3Y | +65.8% | +124.1% | -58.3% | +40.0% |
| 5Y | +108.0% | +75.9% | +32.1% | +82.6% |
| All | +109.8% | +57.8% | +52.0% | +84.1% |
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