-10.5%
DXCM vs RPRX
+66.6%
-77.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -3.2% | +5.1% | -8.3% | -4.8% |
| 30D | +6.3% | +11.2% | -4.9% | +2.7% |
| 3M | +21.1% | +16.7% | +4.4% | +14.9% |
| 6M | +20.6% | +36.0% | -15.4% | +8.6% |
| YTD | +32.4% | +67.8% | -35.4% | +11.3% |
| 1Y | +8.8% | +76.7% | -67.9% | -10.4% |
| 3Y | -13.7% | +128.1% | -141.9% | -35.7% |
| 5Y | -35.2% | +82.9% | -118.1% | -46.9% |
| All | -10.5% | +66.6% | -77.2% | -26.8% |
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