+551.8%
GLW vs RPRX
+66.6%
+485.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.1% | +5.6% | +5.7% |
| 7D | +3.8% | +5.1% | -1.3% | +2.7% |
| 30D | -1.3% | +11.2% | -12.5% | -3.5% |
| 3M | -21.8% | +16.7% | -38.5% | -24.7% |
| 6M | +6.9% | +36.0% | -29.1% | -0.8% |
| YTD | +77.2% | +67.8% | +9.4% | +57.2% |
| 1Y | +123.2% | +76.7% | +46.5% | +95.7% |
| 3Y | +400.0% | +128.1% | +271.9% | +312.7% |
| 5Y | +342.8% | +82.9% | +259.9% | +284.4% |
| All | +551.8% | +66.6% | +485.1% | +464.9% |
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