+3.2%
ITW vs RPRX
+65.1%
-61.9%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.7% | -8.4% | +7.6% | +0.7% |
| 30D | -8.3% | -0.6% | -7.7% | -8.4% |
| 3M | +6.0% | +6.4% | -0.4% | +4.5% |
| 6M | 0.0% | +26.6% | -26.6% | -5.5% |
| YTD | +10.2% | +53.8% | -43.5% | +1.7% |
| 1Y | +3.2% | +62.8% | -59.6% | -6.1% |
| All | +3.2% | +65.1% | -61.9% | -6.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling