+118.2%
JNJ vs RPRX
+52.7%
+65.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.5% | -8.4% | +4.9% | -2.1% |
| 30D | +2.3% | -0.6% | +2.9% | +2.4% |
| 3M | +12.0% | +6.4% | +5.6% | +10.9% |
| 6M | +10.5% | +26.6% | -16.1% | +6.5% |
| YTD | +30.4% | +53.8% | -23.4% | +22.2% |
| 1Y | +52.1% | +62.8% | -10.7% | +41.2% |
| 3Y | +77.8% | +118.0% | -40.2% | +57.3% |
| 5Y | +82.9% | +71.2% | +11.7% | +66.6% |
| All | +118.2% | +52.7% | +65.6% | +99.1% |
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 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