-40.6%
ILMN vs RPRX
+57.8%
-98.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | 0.0% | -2.9% | -2.9% |
| 7D | -3.9% | -4.0% | +0.1% | -2.2% |
| 30D | +6.9% | +4.9% | +1.9% | +4.8% |
| 3M | +28.1% | +9.4% | +18.7% | +23.2% |
| 6M | +65.0% | +33.3% | +31.7% | +46.0% |
| YTD | +56.3% | +59.0% | -2.7% | +28.2% |
| 1Y | +108.7% | +69.2% | +39.5% | +66.5% |
| 3Y | +33.1% | +124.1% | -91.0% | -6.5% |
| 5Y | -54.1% | +77.9% | -132.0% | -64.4% |
| All | -40.6% | +57.8% | -98.5% | -53.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling