-52.7%
CSGP vs RPRX
+76.0%
-128.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +13.9% | +2.5% | +11.4% | +13.1% |
| 30D | +16.0% | +19.7% | -3.7% | +10.0% |
| 3M | +6.1% | +17.5% | -11.4% | +1.1% |
| 6M | -8.2% | +35.1% | -43.3% | -16.1% |
| YTD | -52.3% | +77.3% | -129.6% | -60.1% |
| 1Y | -54.5% | +70.4% | -124.9% | -61.5% |
| 3Y | -58.6% | +161.0% | -219.6% | -70.0% |
| 5Y | -61.5% | +92.2% | -153.7% | -68.9% |
| All | -52.7% | +76.0% | -128.7% | -62.5% |
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 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