-44.8%
COMP vs RPRX
+64.4%
-109.2%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.4% | +5.1% | -3.7% | -1.7% |
| 30D | -13.3% | +11.2% | -24.5% | -18.9% |
| 3M | +41.1% | +16.7% | +24.4% | +27.2% |
| 6M | +17.2% | +36.0% | -18.8% | -4.6% |
| YTD | +5.2% | +67.8% | -62.6% | -25.6% |
| 1Y | +18.9% | +76.7% | -57.8% | -19.3% |
| 3Y | +215.9% | +128.1% | +87.8% | +72.8% |
| 5Y | -31.2% | +82.9% | -114.1% | -51.8% |
| All | -44.8% | +64.4% | -109.2% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling