+165.6%
IBM vs RPRX
+79.7%
+85.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.2% |
| 7D | -0.3% | +2.1% | -2.4% | -0.6% |
| 30D | +6.8% | +21.9% | -15.2% | +3.7% |
| 3M | +4.4% | +16.9% | -12.5% | +2.0% |
| 6M | +13.2% | +34.5% | -21.3% | +8.5% |
| YTD | -15.1% | +80.9% | -96.1% | -21.8% |
| 1Y | -20.2% | +77.6% | -97.8% | -26.3% |
| 3Y | +79.3% | +173.5% | -94.2% | +55.7% |
| 5Y | +147.5% | +84.9% | +62.5% | +126.5% |
| All | +165.6% | +79.7% | +85.9% | +139.4% |
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