+540.1%
APH vs RPRX
+75.3%
+464.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.5% | +4.2% |
| 7D | -5.9% | +0.2% | -6.1% | -6.0% |
| 30D | -14.8% | +18.6% | -33.4% | -17.2% |
| 3M | -12.4% | +18.0% | -30.4% | -14.8% |
| 6M | +8.1% | +33.8% | -25.7% | +2.5% |
| YTD | +10.9% | +76.6% | -65.6% | -0.2% |
| 1Y | +8.8% | +68.2% | -59.5% | -1.3% |
| 3Y | +262.1% | +161.5% | +100.5% | +197.9% |
| 5Y | +283.1% | +91.4% | +191.7% | +240.9% |
| All | +540.1% | +75.3% | +464.8% | +467.6% |
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