+114.0%
CSCO vs RPRX
+74.2%
+39.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.2% | +1.0% |
| 7D | -0.5% | -2.8% | +2.3% | 0.0% |
| 30D | -10.1% | +7.2% | -17.3% | -11.3% |
| 3M | -11.7% | +10.9% | -22.6% | -13.7% |
| 6M | +40.1% | +34.6% | +5.5% | +31.3% |
| YTD | +43.8% | +59.0% | -15.2% | +29.8% |
| 1Y | +66.6% | +72.5% | -5.9% | +47.3% |
| 3Y | +108.5% | +124.1% | -15.6% | +71.2% |
| 5Y | +114.0% | +75.9% | +38.0% | +91.5% |
| All | +114.0% | +74.2% | +39.7% | +91.5% |
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