+228.4%
COST vs RPRX
+52.7%
+175.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -8.4% | +7.2% | -0.2% |
| 30D | -4.7% | -0.6% | -4.1% | -4.7% |
| 3M | -7.1% | +6.4% | -13.6% | -7.9% |
| 6M | -8.5% | +26.6% | -35.1% | -11.3% |
| YTD | +5.4% | +53.8% | -48.4% | -0.3% |
| 1Y | -5.6% | +62.8% | -68.4% | -11.5% |
| 3Y | +68.5% | +118.0% | -49.6% | +51.4% |
| 5Y | +105.2% | +71.2% | +34.1% | +93.0% |
| All | +228.4% | +52.7% | +175.7% | +208.6% |
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