-4.6%
CARR vs RPRX
+77.4%
-82.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.1% |
| 7D | +1.6% | +5.1% | -3.5% | +1.3% |
| 30D | -8.7% | +11.2% | -19.9% | -9.3% |
| 3M | -12.6% | +16.7% | -29.3% | -13.7% |
| 6M | -1.5% | +36.0% | -37.5% | -6.3% |
| YTD | +14.3% | +67.8% | -53.5% | +7.9% |
| 1Y | -4.6% | +76.7% | -81.3% | -10.2% |
| All | -4.6% | +77.4% | -82.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling