-38.3%
ILMN vs RPRX
+75.3%
-113.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.6% |
| 7D | -9.7% | +0.2% | -9.9% | -9.8% |
| 30D | -20.4% | +18.6% | -39.0% | -26.2% |
| 3M | +10.0% | +18.0% | -8.0% | +2.2% |
| 6M | +49.5% | +33.8% | +15.7% | +31.5% |
| YTD | +62.5% | +76.6% | -14.1% | +27.0% |
| 1Y | +76.0% | +68.2% | +7.7% | +40.2% |
| 3Y | +94.2% | +161.5% | -67.4% | +27.5% |
| 5Y | -46.3% | +91.4% | -137.7% | -59.9% |
| All | -38.3% | +75.3% | -113.6% | -53.6% |
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