-2.5%
IBM vs RPRX
+77.4%
-79.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | 0.0% |
| 7D | -0.3% | +5.1% | -5.4% | -1.7% |
| 30D | +0.3% | +11.2% | -10.9% | -2.7% |
| 3M | -21.6% | +16.7% | -38.3% | -24.8% |
| 6M | -4.7% | +36.0% | -40.7% | -9.7% |
| YTD | -19.1% | +67.8% | -86.9% | -25.7% |
| 1Y | -2.5% | +76.7% | -79.2% | -10.2% |
| All | -2.5% | +77.4% | -79.9% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling