+19.9%
JPM vs RPRX
+64.4%
-44.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | 0.0% |
| 7D | -2.3% | -8.0% | +5.7% | -1.5% |
| 30D | -2.3% | +2.1% | -4.4% | -2.5% |
| 3M | +14.9% | +8.2% | +6.7% | +13.9% |
| 6M | +23.6% | +28.9% | -5.2% | +19.7% |
| YTD | +11.3% | +54.1% | -42.9% | +6.5% |
| 1Y | +19.9% | +65.5% | -45.6% | +16.4% |
| All | +19.9% | +64.4% | -44.5% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling