+104.7%
COST vs RPRX
+72.5%
+32.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.5% |
| 7D | -2.5% | -8.0% | +5.5% | -1.2% |
| 30D | -4.4% | +2.1% | -6.5% | -4.8% |
| 3M | -8.1% | +8.2% | -16.3% | -9.4% |
| 6M | -9.2% | +28.9% | -38.1% | -13.3% |
| YTD | +5.1% | +54.1% | -49.0% | -2.7% |
| 1Y | -5.1% | +65.5% | -70.6% | -13.4% |
| 3Y | +70.4% | +117.3% | -46.9% | +46.7% |
| 5Y | +104.7% | +71.6% | +33.1% | +94.8% |
| All | +104.7% | +72.5% | +32.3% | +94.8% |
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 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