+133.3%
DGX vs RPRX
+57.8%
+75.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.2% | -4.0% | +1.8% | -1.7% |
| 30D | -0.9% | +4.9% | -5.9% | -1.6% |
| 3M | +15.6% | +9.4% | +6.2% | +14.1% |
| 6M | +17.8% | +33.3% | -15.5% | +13.1% |
| YTD | +37.5% | +59.0% | -21.5% | +28.9% |
| 1Y | +31.2% | +69.2% | -38.1% | +21.8% |
| 3Y | +96.6% | +124.1% | -27.5% | +74.8% |
| 5Y | +64.9% | +77.9% | -12.9% | +51.6% |
| All | +133.3% | +57.8% | +75.5% | +112.4% |
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