+191.7%
COP vs RPRX
+74.2%
+117.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.8% | +1.5% |
| 7D | -0.8% | -2.8% | +1.9% | -0.4% |
| 30D | +15.6% | +7.2% | +8.4% | +14.1% |
| 3M | +14.3% | +10.9% | +3.5% | +12.1% |
| 6M | +17.0% | +34.6% | -17.6% | +10.4% |
| YTD | +47.4% | +59.0% | -11.5% | +34.5% |
| 1Y | +52.4% | +72.5% | -20.1% | +36.2% |
| 3Y | +20.8% | +124.1% | -103.3% | +0.8% |
| 5Y | +191.7% | +75.9% | +115.8% | +169.1% |
| All | +191.7% | +74.2% | +117.5% | +169.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling