+95.0%
JCI vs RPRX
+86.5%
+8.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +3.2% | +3.3% | -0.2% | +2.4% |
| 30D | -8.6% | +17.9% | -26.5% | -12.1% |
| 3M | -7.7% | +19.2% | -27.0% | -11.8% |
| 6M | -2.6% | +31.7% | -34.3% | -9.8% |
| YTD | +17.4% | +82.5% | -65.1% | -1.1% |
| 1Y | +16.9% | +78.4% | -61.5% | -0.9% |
| 3Y | +186.7% | +177.0% | +9.8% | +110.0% |
| All | +95.0% | +86.5% | +8.6% | +68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling