+183.6%
CARR vs RPRX
+52.7%
+130.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -3.8% | -8.4% | +4.6% | -2.3% |
| 30D | -8.9% | -0.6% | -8.3% | -8.9% |
| 3M | -17.3% | +6.4% | -23.7% | -18.5% |
| 6M | -1.4% | +26.6% | -28.0% | -6.1% |
| YTD | +10.0% | +53.8% | -43.8% | +0.9% |
| 1Y | -6.4% | +62.8% | -69.1% | -15.2% |
| 3Y | +1.5% | +118.0% | -116.5% | -13.8% |
| 5Y | +9.3% | +71.2% | -61.9% | -1.8% |
| All | +183.6% | +52.7% | +130.9% | +154.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling