+61.5%
IDXX vs RPRX
+52.7%
+8.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | -8.4% | +2.6% | -3.2% |
| 30D | -11.5% | -0.6% | -10.9% | -11.4% |
| 3M | -9.5% | +6.4% | -16.0% | -11.5% |
| 6M | -16.0% | +26.6% | -42.5% | -22.1% |
| YTD | -25.4% | +53.8% | -79.2% | -35.0% |
| 1Y | -21.8% | +62.8% | -84.6% | -33.3% |
| 3Y | +7.0% | +118.0% | -111.0% | -17.4% |
| 5Y | -26.0% | +71.2% | -97.1% | -37.5% |
| All | +61.5% | +52.7% | +8.8% | +37.2% |
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 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