+230.4%
COST vs RPRX
+57.8%
+172.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | 0.0% |
| 7D | -3.2% | -2.8% | -0.4% | -2.9% |
| 30D | -4.0% | +7.2% | -11.1% | -4.8% |
| 3M | -6.5% | +10.9% | -17.4% | -7.7% |
| 6M | -8.5% | +34.6% | -43.1% | -12.0% |
| YTD | +6.0% | +59.0% | -52.9% | -0.1% |
| 1Y | -5.8% | +72.5% | -78.3% | -12.3% |
| 3Y | +71.8% | +124.1% | -52.3% | +53.9% |
| 5Y | +106.2% | +75.9% | +30.3% | +93.2% |
| All | +230.4% | +57.8% | +172.5% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling