-76.7%
LULU vs RPRX
+70.9%
-147.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | -1.6% | -8.4% | +6.7% | +1.1% |
| 30D | -18.1% | -0.6% | -17.5% | -18.2% |
| 3M | -18.8% | +6.4% | -25.2% | -21.0% |
| 6M | -39.2% | +26.6% | -65.8% | -44.5% |
| YTD | -52.4% | +53.8% | -106.1% | -59.7% |
| 1Y | -40.3% | +62.8% | -103.1% | -50.7% |
| 3Y | -75.1% | +118.0% | -193.1% | -81.8% |
| All | -76.7% | +70.9% | -147.6% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling