+37.0%
ILMN vs RPRX
+126.7%
-89.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -5.3% | +2.0% | -0.8% |
| 7D | +1.9% | -2.8% | +4.7% | +3.3% |
| 30D | +12.3% | +7.2% | +5.1% | +8.8% |
| 3M | +33.5% | +10.9% | +22.7% | +27.1% |
| 6M | +69.4% | +34.6% | +34.8% | +47.2% |
| YTD | +60.9% | +59.0% | +2.0% | +28.9% |
| 1Y | +115.0% | +72.5% | +42.4% | +65.3% |
| 3Y | +37.0% | +124.1% | -87.1% | -8.1% |
| All | +37.0% | +126.7% | -89.6% | -8.1% |
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 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