+19.8%
CTSH vs RPRX
+57.8%
-38.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.4% | -2.7% |
| 7D | -5.5% | -2.8% | -2.7% | -4.9% |
| 30D | +4.5% | +7.2% | -2.6% | +2.9% |
| 3M | +13.7% | +10.9% | +2.9% | +11.1% |
| 6M | -8.4% | +34.6% | -43.0% | -14.5% |
| YTD | -26.5% | +59.0% | -85.5% | -34.1% |
| 1Y | -13.9% | +72.5% | -86.5% | -24.5% |
| 3Y | -11.3% | +124.1% | -135.4% | -27.7% |
| 5Y | -14.8% | +75.9% | -90.8% | -25.7% |
| All | +19.8% | +57.8% | -38.1% | +5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling