+3.9%
CTSH vs RPRX
+166.4%
-162.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.2% | -3.9% | -2.1% |
| 7D | -2.3% | +3.4% | -5.7% | -2.9% |
| 30D | +7.4% | +20.8% | -13.4% | +3.9% |
| 3M | +10.9% | +21.6% | -10.7% | +7.2% |
| 6M | +24.7% | +36.5% | -11.9% | +18.1% |
| YTD | -22.0% | +80.4% | -102.4% | -30.1% |
| 1Y | -11.2% | +81.8% | -93.0% | -20.6% |
| 3Y | +3.9% | +170.9% | -167.0% | -14.2% |
| All | +3.9% | +166.4% | -162.5% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling