+369.3%
GOOG vs RPRX
+57.8%
+311.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +1.1% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | -5.1% | +7.2% | -12.2% | -6.5% |
| 3M | -7.1% | +10.9% | -18.0% | -9.4% |
| 6M | +12.7% | +34.6% | -21.9% | +5.2% |
| YTD | +7.1% | +59.0% | -51.9% | -3.7% |
| 1Y | +43.6% | +72.5% | -28.9% | +26.7% |
| 3Y | +146.8% | +124.1% | +22.7% | +103.2% |
| 5Y | +133.7% | +75.9% | +57.8% | +107.0% |
| All | +369.3% | +57.8% | +311.5% | +315.0% |
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 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