-49.3%
COMP vs RPRX
+72.9%
-122.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.4% | +11.1% | +11.0% |
| 7D | +13.4% | +0.2% | +13.3% | +13.3% |
| 30D | +11.1% | +18.6% | -7.5% | -0.1% |
| 3M | -18.8% | +18.0% | -36.8% | -26.9% |
| 6M | +10.5% | +33.8% | -23.3% | -9.3% |
| YTD | -3.4% | +76.6% | -80.0% | -33.9% |
| 1Y | +19.7% | +68.2% | -48.5% | -15.7% |
| 3Y | +381.6% | +161.5% | +220.1% | +136.4% |
| 5Y | -17.6% | +91.4% | -109.0% | -43.9% |
| All | -49.3% | +72.9% | -122.3% | -63.8% |
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 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