+147.1%
CSCO vs RPRX
+81.2%
+65.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.8% | -7.1% | -6.4% |
| 7D | +1.9% | +3.3% | -1.4% | +1.4% |
| 30D | -15.8% | +17.9% | -33.7% | -18.1% |
| 3M | -15.4% | +19.2% | -34.6% | -17.9% |
| 6M | -5.4% | +31.7% | -37.1% | -10.0% |
| YTD | +26.5% | +82.5% | -56.0% | +13.4% |
| 1Y | +25.9% | +78.4% | -52.6% | +13.3% |
| 3Y | +97.5% | +177.0% | -79.4% | +61.9% |
| 5Y | +93.0% | +86.5% | +6.6% | +70.4% |
| All | +147.1% | +81.2% | +65.9% | +113.8% |
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 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