+39.9%
CL vs RPRX
+66.6%
-26.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | -2.2% | +5.1% | -7.3% | -2.8% |
| 30D | -4.8% | +11.2% | -16.0% | -6.1% |
| 3M | +4.9% | +16.7% | -11.8% | +3.0% |
| 6M | -5.7% | +36.0% | -41.7% | -9.1% |
| YTD | +14.4% | +67.8% | -53.4% | +7.7% |
| 1Y | +8.7% | +76.7% | -67.9% | +1.7% |
| 3Y | +30.0% | +128.1% | -98.1% | +17.8% |
| 5Y | +28.4% | +82.9% | -54.5% | +19.0% |
| All | +39.9% | +66.6% | -26.8% | +28.8% |
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