+37.9%
DHR vs RPRX
+66.6%
-28.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.9% | +5.1% | -9.0% | -5.0% |
| 30D | +4.0% | +11.2% | -7.2% | +1.4% |
| 3M | +11.5% | +16.7% | -5.2% | +7.3% |
| 6M | +1.9% | +36.0% | -34.1% | -5.6% |
| YTD | -8.9% | +67.8% | -76.7% | -19.8% |
| 1Y | +5.1% | +76.7% | -71.6% | -8.7% |
| 3Y | -10.3% | +128.1% | -138.4% | -26.9% |
| 5Y | -27.8% | +82.9% | -110.7% | -38.1% |
| All | +37.9% | +66.6% | -28.8% | +17.5% |
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 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