+276.4%
COR vs RPRX
+53.1%
+223.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.3% |
| 7D | -4.8% | -8.0% | +3.2% | -3.6% |
| 30D | -3.7% | +2.1% | -5.8% | -4.0% |
| 3M | +14.3% | +8.2% | +6.1% | +12.9% |
| 6M | -8.5% | +28.9% | -37.4% | -11.9% |
| YTD | -4.4% | +54.1% | -58.5% | -10.4% |
| 1Y | +9.1% | +65.5% | -56.4% | +1.2% |
| 3Y | +85.2% | +117.3% | -32.1% | +64.5% |
| 5Y | +180.7% | +71.6% | +109.1% | +159.5% |
| All | +276.4% | +53.1% | +223.3% | +247.0% |
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