+67.8%
CVS vs RPRX
+81.2%
-13.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +6.6% | +3.3% | +3.2% | +6.0% |
| 30D | -0.4% | +17.9% | -18.3% | -3.3% |
| 3M | -5.3% | +19.2% | -24.5% | -8.2% |
| 6M | -7.7% | +31.7% | -39.4% | -12.2% |
| YTD | +16.0% | +82.5% | -66.4% | +4.5% |
| 1Y | +16.2% | +78.4% | -62.2% | +5.0% |
| 3Y | +47.6% | +177.0% | -129.4% | +23.4% |
| 5Y | +12.3% | +86.5% | -74.1% | -1.3% |
| All | +67.8% | +81.2% | -13.4% | +45.5% |
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