+634.2%
LLY vs RPRX
+57.8%
+576.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.3% | +3.1% | -0.8% |
| 7D | -3.1% | -2.8% | -0.3% | -2.4% |
| 30D | -5.1% | +7.2% | -12.2% | -6.8% |
| 3M | -2.1% | +10.9% | -12.9% | -4.7% |
| 6M | +13.8% | +34.6% | -20.7% | +5.5% |
| YTD | +5.1% | +59.0% | -53.9% | -6.4% |
| 1Y | +53.1% | +72.5% | -19.4% | +33.6% |
| 3Y | +95.6% | +124.1% | -28.5% | +60.3% |
| 5Y | +361.5% | +75.9% | +285.6% | +301.9% |
| All | +634.2% | +57.8% | +576.4% | +541.3% |
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