+822.4%
LLY vs RPRX
+79.2%
+743.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.2% | +2.1% | +3.7% |
| 7D | +0.1% | +3.4% | -3.3% | -0.9% |
| 30D | +19.7% | +20.8% | -1.1% | +13.6% |
| 3M | +19.3% | +21.6% | -2.4% | +12.9% |
| 6M | +49.3% | +36.5% | +12.8% | +37.4% |
| YTD | +32.0% | +80.4% | -48.4% | +13.4% |
| 1Y | +53.7% | +81.8% | -28.1% | +31.8% |
| 3Y | +143.7% | +170.9% | -27.1% | +89.9% |
| 5Y | +463.9% | +95.2% | +368.7% | +376.8% |
| All | +822.4% | +79.2% | +743.2% | +677.5% |
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