+307.6%
JPM vs RPRX
+57.8%
+249.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.3% | +3.8% | -0.6% |
| 7D | -0.4% | -2.8% | +2.4% | 0.0% |
| 30D | -1.1% | +7.2% | -8.3% | -2.2% |
| 3M | +14.1% | +10.9% | +3.3% | +12.1% |
| 6M | +23.3% | +34.6% | -11.3% | +17.3% |
| YTD | +11.3% | +59.0% | -47.7% | +2.9% |
| 1Y | +23.0% | +72.5% | -49.5% | +12.1% |
| 3Y | +162.6% | +124.1% | +38.5% | +127.8% |
| 5Y | +152.8% | +75.9% | +76.8% | +129.5% |
| All | +307.6% | +57.8% | +249.8% | +269.1% |
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 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