+7.0%
IDXX vs RPRX
+116.2%
-109.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -8.4% | +2.6% | -3.6% |
| 30D | -11.5% | -0.6% | -10.9% | -11.4% |
| 3M | -9.5% | +6.4% | -16.0% | -11.1% |
| 6M | -16.0% | +26.6% | -42.5% | -21.1% |
| YTD | -25.4% | +53.8% | -79.2% | -33.4% |
| 1Y | -21.8% | +62.8% | -84.6% | -31.3% |
| 3Y | +7.0% | +118.0% | -111.0% | -11.3% |
| All | +7.0% | +116.2% | -109.1% | -11.3% |
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 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