-18.7%
DXCM vs RPRX
+80.9%
-99.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.7% |
| 7D | -3.7% | +4.6% | -8.3% | -5.0% |
| 30D | -5.0% | +22.0% | -27.0% | -10.9% |
| 3M | -8.8% | +20.3% | -29.1% | -14.2% |
| 6M | +31.9% | +37.9% | -6.0% | +18.3% |
| YTD | +20.4% | +82.2% | -61.8% | -1.5% |
| 1Y | +45.7% | +83.7% | -38.0% | +18.9% |
| 3Y | -15.0% | +175.4% | -190.5% | -40.8% |
| 5Y | -48.5% | +87.7% | -136.2% | -58.2% |
| All | -18.7% | +80.9% | -99.6% | -35.2% |
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