+165.9%
BKNG vs RPRX
+53.1%
+112.9%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.1% |
| 7D | -10.7% | -8.0% | -2.6% | -9.1% |
| 30D | -18.1% | +2.1% | -20.2% | -18.4% |
| 3M | +8.5% | +8.2% | +0.3% | +6.8% |
| 6M | -0.1% | +28.9% | -28.9% | -5.2% |
| YTD | -18.2% | +54.1% | -72.4% | -25.5% |
| 1Y | -19.9% | +65.5% | -85.4% | -28.3% |
| 3Y | +41.6% | +117.3% | -75.7% | +18.1% |
| 5Y | +93.1% | +71.6% | +21.5% | +72.1% |
| All | +165.9% | +53.1% | +112.9% | +136.5% |
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