-3.1%
BSX vs RPRX
+72.5%
-75.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.0% | -1.1% | -3.4% |
| 7D | -8.2% | -8.0% | -0.2% | -6.2% |
| 30D | -15.8% | +2.1% | -17.9% | -16.1% |
| 3M | -10.8% | +8.2% | -19.0% | -12.3% |
| 6M | -38.4% | +28.9% | -67.3% | -41.9% |
| YTD | -54.8% | +54.1% | -108.9% | -59.2% |
| 1Y | -59.0% | +65.5% | -124.6% | -63.7% |
| 3Y | -20.0% | +117.3% | -137.3% | -34.3% |
| 5Y | -3.1% | +71.6% | -74.7% | -12.3% |
| All | -3.1% | +72.5% | -75.5% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling