+527.4%
CIEN vs RPRX
+57.8%
+469.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -5.3% | +11.6% | +7.8% |
| 7D | -5.3% | -2.8% | -2.5% | -4.7% |
| 30D | -17.2% | +7.2% | -24.4% | -19.1% |
| 3M | -26.9% | +10.9% | -37.8% | -29.6% |
| 6M | +16.0% | +34.6% | -18.5% | +5.2% |
| YTD | +45.9% | +59.0% | -13.0% | +26.6% |
| 1Y | +186.8% | +72.5% | +114.3% | +143.4% |
| 3Y | +607.8% | +124.1% | +483.7% | +454.3% |
| 5Y | +506.7% | +75.9% | +430.8% | +410.6% |
| All | +527.4% | +57.8% | +469.5% | +428.5% |
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