-68.1%
LULU vs RPRX
+52.7%
-120.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | -8.4% | +6.7% | +0.7% |
| 30D | -18.1% | -0.6% | -17.5% | -18.1% |
| 3M | -18.8% | +6.4% | -25.2% | -20.6% |
| 6M | -39.2% | +26.6% | -65.8% | -43.6% |
| YTD | -52.4% | +53.8% | -106.1% | -58.4% |
| 1Y | -40.3% | +62.8% | -103.1% | -48.8% |
| 3Y | -75.1% | +118.0% | -193.1% | -80.6% |
| 5Y | -76.7% | +71.2% | -147.9% | -80.3% |
| All | -68.1% | +52.7% | -120.8% | -73.0% |
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