+409.7%
COMP vs RPRX
+172.9%
+236.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.7% |
| 7D | +7.2% | +4.6% | +2.6% | +5.6% |
| 30D | +6.4% | +22.0% | -15.6% | -0.3% |
| 3M | -19.4% | +20.3% | -39.7% | -24.0% |
| 6M | +14.6% | +37.9% | -23.3% | +2.4% |
| YTD | -5.5% | +82.2% | -87.7% | -23.0% |
| 1Y | +13.7% | +83.7% | -70.0% | -7.6% |
| 3Y | +409.7% | +175.4% | +234.2% | +236.9% |
| All | +409.7% | +172.9% | +236.8% | +236.9% |
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