-68.8%
LULU vs RPRX
+53.1%
-121.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.0% |
| 7D | -20.4% | -8.0% | -12.4% | -18.6% |
| 30D | -22.9% | +2.1% | -24.9% | -23.5% |
| 3M | -18.5% | +8.2% | -26.7% | -20.7% |
| 6M | -41.8% | +28.9% | -70.7% | -46.3% |
| YTD | -53.4% | +54.1% | -107.5% | -59.3% |
| 1Y | -40.9% | +65.5% | -106.4% | -49.6% |
| 3Y | -75.6% | +117.3% | -192.8% | -81.0% |
| 5Y | -77.2% | +71.6% | -148.8% | -80.7% |
| All | -68.8% | +53.1% | -121.9% | -73.6% |
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