-5.0%
IBM vs RPRX
+72.7%
-77.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +3.6% | -4.0% | +7.5% | +4.8% |
| 30D | +1.5% | +4.9% | -3.4% | +0.1% |
| 3M | -12.9% | +9.4% | -22.3% | -15.2% |
| 6M | -3.9% | +33.3% | -37.2% | -8.0% |
| YTD | -17.3% | +59.0% | -76.3% | -23.5% |
| 1Y | -5.0% | +69.2% | -74.2% | -11.6% |
| All | -5.0% | +72.7% | -77.7% | -11.6% |
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