+361.7%
JCI vs RPRX
+66.6%
+295.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +3.8% | +5.1% | -1.3% | +2.9% |
| 30D | -5.7% | +11.2% | -16.9% | -7.5% |
| 3M | -1.4% | +16.7% | -18.1% | -4.4% |
| 6M | +4.1% | +36.0% | -31.9% | -2.1% |
| YTD | +21.7% | +67.8% | -46.1% | +10.0% |
| 1Y | +36.1% | +76.7% | -40.6% | +21.8% |
| 3Y | +154.4% | +128.1% | +26.3% | +116.0% |
| 5Y | +112.0% | +82.9% | +29.2% | +88.0% |
| All | +361.7% | +66.6% | +295.1% | +308.5% |
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 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