-49.3%
COMP vs RPRX
+78.7%
-128.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.2% |
| 7D | 0.0% | +3.3% | -3.3% | -2.0% |
| 30D | +16.6% | +17.9% | -1.3% | +5.4% |
| 3M | -23.5% | +19.2% | -42.8% | -31.4% |
| 6M | +25.7% | +31.7% | -6.0% | +4.6% |
| YTD | -3.4% | +82.5% | -85.9% | -35.2% |
| 1Y | +7.6% | +78.4% | -70.9% | -26.8% |
| 3Y | +423.6% | +177.0% | +246.6% | +146.4% |
| 5Y | -10.6% | +86.5% | -97.1% | -39.1% |
| All | -49.3% | +78.7% | -128.1% | -64.6% |
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