+164.9%
ASML vs RPRX
+128.5%
+36.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.0% | +4.2% |
| 7D | +1.1% | +5.1% | -4.0% | +0.4% |
| 30D | +2.2% | +11.2% | -9.0% | +0.7% |
| 3M | -2.3% | +16.7% | -19.0% | -4.6% |
| 6M | +23.0% | +36.0% | -13.0% | +16.8% |
| YTD | +61.1% | +67.8% | -6.7% | +48.6% |
| 1Y | +129.1% | +76.7% | +52.4% | +109.7% |
| All | +164.9% | +128.5% | +36.5% | +141.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling