+172.4%
LIN vs RPRX
+79.2%
+93.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +0.6% |
| 7D | +0.1% | +3.4% | -3.3% | -0.5% |
| 30D | +7.6% | +20.8% | -13.2% | +3.9% |
| 3M | +6.5% | +21.6% | -15.1% | +2.7% |
| 6M | +6.2% | +36.5% | -30.4% | 0.0% |
| YTD | +23.2% | +80.4% | -57.2% | +9.9% |
| 1Y | +25.4% | +81.8% | -56.4% | +11.7% |
| 3Y | +38.3% | +170.9% | -132.6% | +12.8% |
| 5Y | +64.4% | +95.2% | -30.8% | +43.7% |
| All | +172.4% | +79.2% | +93.2% | +137.0% |
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