+288.5%
COP vs RPRX
+79.7%
+208.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +1.8% |
| 7D | +3.4% | +2.1% | +1.3% | +3.0% |
| 30D | -0.6% | +21.9% | -22.5% | -3.7% |
| 3M | +10.8% | +16.9% | -6.2% | +7.9% |
| 6M | +19.6% | +34.5% | -14.9% | +13.7% |
| YTD | +52.9% | +80.9% | -28.0% | +37.7% |
| 1Y | +62.2% | +77.6% | -15.4% | +46.5% |
| 3Y | +32.4% | +173.5% | -141.2% | +9.0% |
| 5Y | +129.7% | +84.9% | +44.8% | +104.1% |
| All | +288.5% | +79.7% | +208.8% | +237.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling