+83.4%
JNJ vs RPRX
+72.5%
+11.0%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.4% |
| 7D | -4.3% | -8.0% | +3.7% | -2.6% |
| 30D | +3.0% | +2.1% | +1.0% | +2.6% |
| 3M | +12.2% | +8.2% | +4.0% | +10.4% |
| 6M | +10.5% | +28.9% | -18.4% | +4.9% |
| YTD | +30.8% | +54.1% | -23.4% | +20.1% |
| 1Y | +54.9% | +65.5% | -10.6% | +40.1% |
| 3Y | +80.7% | +117.3% | -36.6% | +53.7% |
| 5Y | +83.4% | +71.6% | +11.8% | +63.9% |
| All | +83.4% | +72.5% | +11.0% | +63.9% |
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