+20.1%
COMP vs RPRX
+33.8%
-13.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.7% | -2.0% |
| 7D | +8.9% | +2.1% | +6.8% | +8.7% |
| 30D | +14.0% | +21.9% | -8.0% | +13.5% |
| 3M | -21.1% | +16.9% | -38.1% | -19.6% |
| 6M | +20.1% | +34.5% | -14.4% | +30.1% |
| All | +20.1% | +33.8% | -13.7% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling