+30.8%
CNH vs RPRX
+174.8%
-143.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.5% | -2.7% | -3.7% |
| 7D | +6.4% | +2.1% | +4.3% | +5.8% |
| 30D | -1.6% | +21.9% | -23.6% | -6.9% |
| 3M | +11.6% | +16.9% | -5.4% | +7.0% |
| 6M | +12.5% | +34.5% | -22.0% | +3.1% |
| YTD | +31.1% | +80.9% | -49.9% | +10.1% |
| 1Y | +17.0% | +77.6% | -60.6% | -1.3% |
| All | +30.8% | +174.8% | -143.9% | -2.0% |
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