+42.6%
CMS vs RPRX
+75.3%
-32.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -0.5% | +0.2% | -0.7% | -0.5% |
| 30D | +7.2% | +18.6% | -11.4% | +5.0% |
| 3M | -1.3% | +18.0% | -19.3% | -3.3% |
| 6M | -4.3% | +33.8% | -38.1% | -7.7% |
| YTD | +2.1% | +76.6% | -74.5% | -4.7% |
| 1Y | -0.6% | +68.2% | -68.8% | -6.7% |
| 3Y | +38.0% | +161.5% | -123.5% | +22.2% |
| 5Y | +33.6% | +91.4% | -57.8% | +22.1% |
| All | +42.6% | +75.3% | -32.8% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling