+301.2%
JPM vs RPRX
+81.2%
+220.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.8% |
| 7D | +3.5% | +3.3% | +0.2% | +3.0% |
| 30D | +3.3% | +17.9% | -14.6% | +0.6% |
| 3M | -4.2% | +19.2% | -23.4% | -6.9% |
| 6M | +16.4% | +31.7% | -15.3% | +11.1% |
| YTD | +9.5% | +82.5% | -73.0% | -1.0% |
| 1Y | +14.0% | +78.4% | -64.4% | +3.5% |
| 3Y | +153.1% | +177.0% | -23.9% | +112.0% |
| 5Y | +134.9% | +86.5% | +48.4% | +109.7% |
| All | +301.2% | +81.2% | +220.0% | +255.2% |
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