+121.2%
JNJ vs RPRX
+57.8%
+63.3%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.0% | -1.3% |
| 7D | -0.8% | -2.8% | +2.0% | -0.3% |
| 30D | +4.3% | +7.2% | -2.8% | +3.1% |
| 3M | +16.5% | +10.9% | +5.6% | +14.6% |
| 6M | +13.1% | +34.6% | -21.4% | +8.0% |
| YTD | +32.1% | +59.0% | -26.8% | +23.1% |
| 1Y | +54.5% | +72.5% | -18.0% | +42.0% |
| 3Y | +82.5% | +124.1% | -41.6% | +60.7% |
| 5Y | +80.0% | +75.9% | +4.1% | +63.1% |
| All | +121.2% | +57.8% | +63.3% | +100.7% |
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