-19.0%
DXCM vs RPRX
+126.7%
-145.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.3% | +1.4% | -2.8% |
| 7D | -6.2% | -2.8% | -3.4% | -5.7% |
| 30D | -0.3% | +7.2% | -7.4% | -1.5% |
| 3M | +10.3% | +10.9% | -0.6% | +8.1% |
| 6M | +24.1% | +34.6% | -10.4% | +17.1% |
| YTD | +27.4% | +59.0% | -31.6% | +16.7% |
| 1Y | +8.4% | +72.5% | -64.2% | -2.0% |
| 3Y | -19.0% | +124.1% | -143.1% | -28.2% |
| All | -19.0% | +126.7% | -145.6% | -28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling