+25.9%
CMS vs RPRX
+83.4%
-57.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +5.1% | -4.7% | -0.5% |
| 30D | -3.6% | +11.2% | -14.8% | -5.5% |
| 3M | -1.9% | +16.7% | -18.6% | -4.7% |
| 6M | -11.0% | +36.0% | -47.0% | -16.0% |
| YTD | +0.2% | +67.8% | -67.6% | -9.2% |
| 1Y | -1.3% | +76.7% | -78.0% | -11.7% |
| 3Y | +35.9% | +128.1% | -92.2% | +14.3% |
| All | +25.9% | +83.4% | -57.6% | +12.1% |
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