+68.7%
CVS vs RPRX
+79.7%
-11.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.6% |
| 7D | +10.4% | +2.1% | +8.3% | +10.0% |
| 30D | +3.3% | +21.9% | -18.6% | -0.2% |
| 3M | -4.5% | +16.9% | -21.5% | -7.2% |
| 6M | -4.4% | +34.5% | -38.9% | -9.3% |
| YTD | +16.6% | +80.9% | -64.3% | +5.2% |
| 1Y | +15.3% | +77.6% | -62.3% | +4.3% |
| 3Y | +48.6% | +173.5% | -125.0% | +24.4% |
| 5Y | +12.9% | +84.9% | -72.0% | -0.7% |
| All | +68.7% | +79.7% | -11.0% | +46.4% |
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