+72.4%
IBM vs RPRX
+126.7%
-54.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.4% |
| 7D | +0.3% | -2.8% | +3.1% | +0.7% |
| 30D | -1.5% | +7.2% | -8.6% | -2.5% |
| 3M | -16.8% | +10.9% | -27.6% | -17.9% |
| 6M | -9.0% | +34.6% | -43.6% | -11.8% |
| YTD | -20.1% | +59.0% | -79.0% | -23.9% |
| 1Y | -7.0% | +72.5% | -79.5% | -12.1% |
| 3Y | +72.4% | +124.1% | -51.7% | +59.9% |
| All | +72.4% | +126.7% | -54.3% | +59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling