+354.9%
JCI vs RPRX
+53.1%
+301.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.9% |
| 7D | +0.4% | -8.0% | +8.4% | +1.9% |
| 30D | -7.7% | +2.1% | -9.8% | -8.2% |
| 3M | +2.8% | +8.2% | -5.4% | +0.9% |
| 6M | +7.2% | +28.9% | -21.6% | +1.7% |
| YTD | +20.0% | +54.1% | -34.2% | +10.0% |
| 1Y | +33.3% | +65.5% | -32.3% | +20.6% |
| 3Y | +161.3% | +117.3% | +44.0% | +123.6% |
| 5Y | +108.8% | +71.6% | +37.2% | +87.6% |
| All | +354.9% | +53.1% | +301.9% | +308.4% |
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 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