+354.2%
ASML vs RPRX
+79.2%
+275.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.6% |
| 7D | -0.8% | +3.4% | -4.2% | -1.7% |
| 30D | -14.9% | +20.8% | -35.7% | -19.3% |
| 3M | -13.0% | +21.6% | -34.6% | -17.9% |
| 6M | -4.7% | +36.5% | -41.2% | -13.6% |
| YTD | +42.3% | +80.4% | -38.1% | +18.6% |
| 1Y | +49.7% | +81.8% | -32.1% | +24.4% |
| 3Y | +144.3% | +170.9% | -26.6% | +76.2% |
| 5Y | +86.4% | +95.2% | -8.8% | +52.8% |
| All | +354.2% | +79.2% | +275.0% | +273.7% |
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