+36.9%
CMS vs RPRX
+159.9%
-122.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -1.3% | +0.2% | -1.5% | -1.3% |
| 30D | +6.3% | +18.6% | -12.3% | +3.7% |
| 3M | -2.1% | +18.0% | -20.1% | -4.5% |
| 6M | -5.1% | +33.8% | -38.9% | -9.2% |
| YTD | +1.3% | +76.6% | -75.3% | -7.1% |
| 1Y | -1.4% | +68.2% | -69.6% | -8.9% |
| 3Y | +36.9% | +161.5% | -124.6% | +16.9% |
| All | +36.9% | +159.9% | -122.9% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling