+181.0%
CSCO vs RPRX
+66.6%
+114.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | +5.1% | -5.8% | -1.5% |
| 30D | -10.1% | +11.2% | -21.3% | -11.7% |
| 3M | -15.7% | +16.7% | -32.4% | -18.0% |
| 6M | +36.3% | +36.0% | +0.3% | +28.8% |
| YTD | +43.8% | +67.8% | -24.0% | +30.8% |
| 1Y | +63.9% | +76.7% | -12.8% | +47.4% |
| 3Y | +104.4% | +128.1% | -23.8% | +73.5% |
| 5Y | +111.4% | +82.9% | +28.5% | +87.6% |
| All | +181.0% | +66.6% | +114.4% | +146.7% |
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