-1.8%
CARR vs RPRX
+85.8%
-87.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.2% | +0.4% |
| 7D | -0.7% | +4.2% | -4.9% | -0.9% |
| 30D | +0.3% | +19.2% | -18.9% | -0.9% |
| 3M | -14.9% | +18.0% | -32.9% | -15.7% |
| 6M | -14.9% | +35.7% | -50.6% | -18.4% |
| YTD | +7.0% | +77.2% | -70.2% | +0.4% |
| 1Y | -1.8% | +82.0% | -83.8% | -7.3% |
| All | -1.8% | +85.8% | -87.6% | -7.3% |
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 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