+307.7%
JPM vs RPRX
+53.1%
+254.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | +0.2% |
| 7D | -2.3% | -8.0% | +5.7% | -1.1% |
| 30D | -2.3% | +2.1% | -4.4% | -2.7% |
| 3M | +14.9% | +8.2% | +6.7% | +13.3% |
| 6M | +23.6% | +28.9% | -5.2% | +18.4% |
| YTD | +11.3% | +54.1% | -42.9% | +3.4% |
| 1Y | +19.9% | +65.5% | -45.6% | +10.0% |
| 3Y | +162.6% | +117.3% | +45.3% | +128.9% |
| 5Y | +154.6% | +71.6% | +83.0% | +132.2% |
| All | +307.7% | +53.1% | +254.6% | +270.9% |
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 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