+49.3%
BMY vs RPRX
+66.6%
-17.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +5.1% | -4.8% | -1.0% |
| 30D | +5.0% | +11.2% | -6.2% | +2.1% |
| 3M | +19.4% | +16.7% | +2.7% | +14.6% |
| 6M | +9.5% | +36.0% | -26.5% | +1.2% |
| YTD | +28.1% | +67.8% | -39.7% | +12.6% |
| 1Y | +50.0% | +76.7% | -26.7% | +30.1% |
| 3Y | +24.1% | +128.1% | -104.0% | +1.1% |
| 5Y | +25.0% | +82.9% | -57.9% | +6.0% |
| All | +49.3% | +66.6% | -17.3% | +25.4% |
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