+7.8%
CNH vs RPRX
+126.7%
-118.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -5.3% | -0.3% | -3.9% |
| 7D | +8.8% | -2.8% | +11.6% | +9.9% |
| 30D | +24.7% | +7.2% | +17.5% | +22.2% |
| 3M | +27.3% | +10.9% | +16.5% | +23.2% |
| 6M | +23.2% | +34.6% | -11.4% | +11.2% |
| YTD | +48.9% | +59.0% | -10.0% | +27.7% |
| 1Y | +19.4% | +72.5% | -53.1% | 0.0% |
| 3Y | +7.8% | +124.1% | -116.3% | -18.3% |
| All | +7.8% | +126.7% | -118.9% | -18.3% |
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