+128.9%
ASML vs RPRX
+159.9%
-31.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.4% | +5.4% | +5.0% |
| 7D | -9.0% | +0.2% | -9.2% | -9.0% |
| 30D | -21.0% | +18.6% | -39.5% | -22.0% |
| 3M | -16.3% | +18.0% | -34.3% | -17.5% |
| 6M | -7.5% | +33.8% | -41.3% | -10.8% |
| YTD | +34.0% | +76.6% | -42.6% | +24.9% |
| 1Y | +39.3% | +68.2% | -29.0% | +30.4% |
| 3Y | +128.9% | +161.5% | -32.7% | +112.1% |
| All | +128.9% | +159.9% | -31.0% | +112.1% |
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 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