+43.4%
CL vs RPRX
+86.5%
-43.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.7% |
| 7D | +3.2% | +3.3% | -0.1% | +2.6% |
| 30D | +8.0% | +17.9% | -9.9% | +4.9% |
| 3M | +7.9% | +19.2% | -11.4% | +4.4% |
| 6M | +14.7% | +31.7% | -17.0% | +9.2% |
| YTD | +29.2% | +82.5% | -53.3% | +16.5% |
| 1Y | +29.5% | +78.4% | -48.9% | +17.2% |
| 3Y | +40.7% | +177.0% | -136.3% | +17.3% |
| All | +43.4% | +86.5% | -43.1% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling