+28.4%
CBOE vs RPRX
+77.4%
-49.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | 0.0% |
| 7D | -3.6% | +5.1% | -8.7% | -3.6% |
| 30D | +5.1% | +11.2% | -6.1% | +4.8% |
| 3M | +4.6% | +16.7% | -12.1% | +4.1% |
| 6M | -0.3% | +36.0% | -36.3% | +0.5% |
| YTD | +19.8% | +67.8% | -48.1% | +21.0% |
| 1Y | +28.4% | +76.7% | -48.3% | +30.1% |
| All | +28.4% | +77.4% | -49.1% | +30.1% |
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