+186.7%
JCI vs RPRX
+177.1%
+9.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +3.2% | +3.3% | -0.2% | +2.8% |
| 30D | -8.6% | +17.9% | -26.5% | -10.3% |
| 3M | -7.7% | +19.2% | -27.0% | -9.7% |
| 6M | -2.6% | +31.7% | -34.3% | -6.5% |
| YTD | +17.4% | +82.5% | -65.1% | +6.3% |
| 1Y | +16.9% | +78.4% | -61.5% | +6.3% |
| 3Y | +186.7% | +177.0% | +9.8% | +141.5% |
| All | +186.7% | +177.1% | +9.7% | +141.5% |
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