+52.7%
GSK vs RPRX
+53.1%
-0.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.4% |
| 7D | -5.4% | -8.0% | +2.6% | -3.6% |
| 30D | -4.6% | +2.1% | -6.7% | -5.0% |
| 3M | -5.1% | +8.2% | -13.3% | -6.7% |
| 6M | -11.4% | +28.9% | -40.3% | -16.1% |
| YTD | +0.7% | +54.1% | -53.4% | -7.8% |
| 1Y | +23.0% | +65.5% | -42.5% | +10.9% |
| 3Y | +48.0% | +117.3% | -69.3% | +26.5% |
| 5Y | +48.2% | +71.6% | -23.4% | +31.3% |
| All | +52.7% | +53.1% | -0.4% | +34.3% |
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