-49.1%
COMP vs RPRX
+79.9%
-129.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.2% |
| 7D | +2.2% | +3.6% | -1.4% | 0.0% |
| 30D | +16.3% | +21.2% | -4.8% | +3.3% |
| 3M | -19.1% | +21.6% | -40.8% | -28.4% |
| 6M | +17.1% | +36.7% | -19.6% | -5.0% |
| YTD | -2.9% | +83.7% | -86.6% | -35.2% |
| 1Y | +8.8% | +83.2% | -74.4% | -27.3% |
| 3Y | +423.5% | +177.7% | +245.8% | +146.2% |
| 5Y | -10.5% | +95.8% | -106.3% | -40.2% |
| All | -49.1% | +79.9% | -129.0% | -64.5% |
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