+37.0%
CRM vs RPRX
+53.1%
-16.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | +0.3% |
| 7D | -8.1% | -8.0% | -0.1% | -6.0% |
| 30D | +23.1% | +2.1% | +21.0% | +22.4% |
| 3M | +42.5% | +8.2% | +34.3% | +39.5% |
| 6M | +25.3% | +28.9% | -3.6% | +16.7% |
| YTD | -7.8% | +54.1% | -61.9% | -18.6% |
| 1Y | +1.0% | +65.5% | -64.5% | -13.0% |
| 3Y | +10.0% | +117.3% | -107.3% | -14.0% |
| 5Y | -3.9% | +71.6% | -75.5% | -17.5% |
| All | +37.0% | +53.1% | -16.1% | +18.2% |
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