+100.1%
MO vs RPRX
+72.5%
+27.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.4% | +1.7% |
| 7D | -1.0% | -8.0% | +7.0% | 0.0% |
| 30D | +5.8% | +2.1% | +3.7% | +5.4% |
| 3M | -4.5% | +8.2% | -12.7% | -5.6% |
| 6M | +5.7% | +28.9% | -23.2% | +2.2% |
| YTD | +23.1% | +54.1% | -31.0% | +16.2% |
| 1Y | +10.9% | +65.5% | -54.6% | +3.4% |
| 3Y | +96.1% | +117.3% | -21.1% | +74.0% |
| 5Y | +100.1% | +71.6% | +28.5% | +88.5% |
| All | +100.1% | +72.5% | +27.6% | +88.5% |
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 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