+373.6%
GLW vs RPRX
+80.9%
+292.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.3% | -3.5% |
| 7D | -11.1% | +4.6% | -15.7% | -11.8% |
| 30D | -28.4% | +22.0% | -50.4% | -31.0% |
| 3M | -28.8% | +20.3% | -49.1% | -31.4% |
| 6M | -39.8% | +37.9% | -77.7% | -44.2% |
| YTD | +28.7% | +82.2% | -53.5% | +12.4% |
| 1Y | +27.7% | +83.7% | -56.0% | +11.3% |
| 3Y | +331.3% | +175.4% | +155.9% | +242.1% |
| 5Y | +233.4% | +87.7% | +145.7% | +188.0% |
| All | +373.6% | +80.9% | +292.7% | +303.9% |
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