+425.9%
CORZ vs RPRX
+120.5%
+305.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | +7.6% | -4.0% | +11.6% | +7.9% |
| 30D | -6.9% | +4.9% | -11.9% | -7.3% |
| 3M | -33.0% | +9.4% | -42.4% | -33.6% |
| 6M | +19.3% | +33.3% | -14.0% | +15.6% |
| YTD | +24.2% | +59.0% | -34.7% | +18.1% |
| 1Y | +24.5% | +69.2% | -44.7% | +17.5% |
| All | +425.9% | +120.5% | +305.4% | +395.8% |
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 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