+38.6%
CDW vs RPRX
+66.6%
-28.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +3.2% | +5.1% | -1.9% | +2.0% |
| 30D | +9.3% | +11.2% | -1.9% | +6.7% |
| 3M | +9.8% | +16.7% | -6.9% | +6.0% |
| 6M | +23.3% | +36.0% | -12.7% | +14.9% |
| YTD | +13.7% | +67.8% | -54.2% | +1.0% |
| 1Y | -6.5% | +76.7% | -83.2% | -18.0% |
| 3Y | -25.2% | +128.1% | -153.4% | -38.5% |
| 5Y | -19.5% | +82.9% | -102.4% | -30.0% |
| All | +38.6% | +66.6% | -28.1% | +19.6% |
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