+24.6%
CTSH vs RPRX
+66.6%
-42.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | +5.1% | -7.8% | -3.8% |
| 30D | +12.4% | +11.2% | +1.2% | +9.7% |
| 3M | +17.4% | +16.7% | +0.7% | +13.3% |
| 6M | -3.1% | +36.0% | -39.1% | -9.8% |
| YTD | -23.6% | +67.8% | -91.4% | -32.4% |
| 1Y | -10.8% | +76.7% | -87.5% | -22.2% |
| 3Y | -8.3% | +128.1% | -136.4% | -25.4% |
| 5Y | -11.3% | +82.9% | -94.2% | -23.4% |
| All | +24.6% | +66.6% | -42.1% | +8.4% |
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