+278.5%
AVGO vs RPRX
+177.1%
+101.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.8% | -5.6% | -4.6% |
| 7D | +18.2% | +3.3% | +14.8% | +18.6% |
| 30D | +0.2% | +17.9% | -17.7% | +2.5% |
| 3M | -16.8% | +19.2% | -36.0% | -14.8% |
| 6M | -16.5% | +31.7% | -48.2% | -13.6% |
| YTD | +0.8% | +82.5% | -81.6% | +6.7% |
| 1Y | +2.8% | +78.4% | -75.6% | +8.6% |
| 3Y | +278.5% | +177.0% | +101.6% | +333.3% |
| All | +278.5% | +177.1% | +101.5% | +333.3% |
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