+186.0%
CARR vs RPRX
+57.8%
+128.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | +0.6% | -4.0% | +4.6% | +1.4% |
| 30D | -8.7% | +4.9% | -13.6% | -9.5% |
| 3M | -18.4% | +9.4% | -27.7% | -19.9% |
| 6M | -0.6% | +33.3% | -33.9% | -6.3% |
| YTD | +10.9% | +59.0% | -48.0% | +1.1% |
| 1Y | -7.3% | +69.2% | -76.5% | -16.7% |
| 3Y | +2.9% | +124.1% | -121.2% | -13.1% |
| 5Y | +9.6% | +77.9% | -68.2% | -2.2% |
| All | +186.0% | +57.8% | +128.1% | +154.6% |
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