+278.7%
COP vs RPRX
+57.8%
+220.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | -4.0% | +3.5% | +0.1% |
| 30D | +11.7% | +4.9% | +6.8% | +10.8% |
| 3M | +17.7% | +9.4% | +8.3% | +15.8% |
| 6M | +18.3% | +33.3% | -15.0% | +12.4% |
| YTD | +49.1% | +59.0% | -9.9% | +37.1% |
| 1Y | +53.3% | +69.2% | -15.9% | +39.1% |
| 3Y | +22.2% | +124.1% | -101.9% | +4.1% |
| 5Y | +193.3% | +77.9% | +115.5% | +162.8% |
| All | +278.7% | +57.8% | +220.9% | +236.1% |
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 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