-38.3%
ILMN vs RPRX
+82.4%
-120.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.3% |
| 7D | -6.0% | +3.6% | -9.6% | -7.4% |
| 30D | -23.0% | +21.2% | -44.2% | -29.3% |
| 3M | +10.4% | +21.6% | -11.2% | +1.3% |
| 6M | +49.4% | +36.7% | +12.7% | +30.3% |
| YTD | +62.3% | +83.7% | -21.3% | +24.8% |
| 1Y | +73.7% | +83.2% | -9.5% | +33.7% |
| 3Y | +122.5% | +177.7% | -55.1% | +42.6% |
| 5Y | -43.2% | +95.8% | -139.0% | -58.0% |
| All | -38.3% | +82.4% | -120.7% | -54.4% |
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