-25.8%
COMP vs RPRX
+92.3%
-118.1%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | 0.0% | -8.2% | -8.2% |
| 7D | -1.8% | +2.5% | -4.3% | -3.4% |
| 30D | -0.8% | +19.7% | -20.5% | -12.0% |
| 3M | -28.1% | +17.5% | -45.6% | -35.5% |
| 6M | +27.0% | +35.1% | -8.1% | +2.2% |
| YTD | -12.8% | +77.3% | -90.0% | -42.2% |
| 1Y | +4.9% | +70.4% | -65.5% | -28.7% |
| 3Y | +321.0% | +161.0% | +160.0% | +91.8% |
| All | -25.8% | +92.3% | -118.1% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling