-40.1%
ILMN vs RPRX
+81.2%
-121.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.6% |
| 7D | -2.9% | +3.3% | -6.2% | -4.2% |
| 30D | -23.8% | +17.9% | -41.7% | -29.2% |
| 3M | +7.5% | +19.2% | -11.8% | -0.5% |
| 6M | +42.8% | +31.7% | +11.1% | +26.5% |
| YTD | +57.8% | +82.5% | -24.6% | +21.7% |
| 1Y | +72.6% | +78.4% | -5.8% | +34.3% |
| 3Y | +129.3% | +177.0% | -47.6% | +47.1% |
| 5Y | -44.5% | +86.5% | -131.0% | -58.5% |
| All | -40.1% | +81.2% | -121.2% | -55.5% |
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