+22.5%
BSX vs RPRX
+57.8%
-35.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -7.0% | -4.0% | -3.1% | -6.2% |
| 30D | -10.9% | +4.9% | -15.8% | -11.7% |
| 3M | -8.2% | +9.4% | -17.5% | -9.8% |
| 6M | -37.5% | +33.3% | -70.8% | -41.0% |
| YTD | -52.8% | +59.0% | -111.8% | -57.2% |
| 1Y | -58.4% | +69.2% | -127.6% | -62.8% |
| 3Y | -16.5% | +124.1% | -140.6% | -30.1% |
| 5Y | -1.0% | +77.9% | -78.8% | -12.2% |
| All | +22.5% | +57.8% | -35.3% | +8.7% |
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