+7.2%
GEHC vs RPRX
+56.0%
-48.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -7.2% | -8.4% | +1.2% | -4.4% |
| 30D | -11.6% | -0.6% | -10.9% | -11.4% |
| 3M | -0.8% | +6.4% | -7.3% | -3.1% |
| 6M | -11.9% | +26.6% | -38.5% | -18.8% |
| YTD | -21.9% | +53.8% | -75.7% | -32.4% |
| 1Y | -17.8% | +62.8% | -80.6% | -30.3% |
| 3Y | -3.5% | +118.0% | -121.6% | -26.2% |
| All | +7.2% | +56.0% | -48.8% | -9.0% |
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