+9.2%
BDX vs RPRX
+57.8%
-48.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.3% | +2.2% | -2.1% |
| 7D | -4.3% | -2.8% | -1.5% | -3.8% |
| 30D | +1.3% | +7.2% | -5.9% | +0.1% |
| 3M | +20.2% | +10.9% | +9.4% | +18.1% |
| 6M | +8.6% | +34.6% | -25.9% | +3.2% |
| YTD | +19.0% | +59.0% | -40.0% | +9.9% |
| 1Y | +21.2% | +72.5% | -51.4% | +10.3% |
| 3Y | -9.7% | +124.1% | -133.8% | -21.3% |
| 5Y | -3.4% | +75.9% | -79.3% | -12.8% |
| All | +9.2% | +57.8% | -48.6% | -1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling