+163.1%
MO vs RPRX
+57.8%
+105.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.3% | +4.2% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -1.7% |
| 30D | -0.3% | +7.2% | -7.4% | -1.1% |
| 3M | -2.9% | +10.9% | -13.8% | -4.1% |
| 6M | +5.8% | +34.6% | -28.8% | +2.2% |
| YTD | +22.0% | +59.0% | -37.0% | +15.7% |
| 1Y | +10.7% | +72.5% | -61.8% | +3.8% |
| 3Y | +94.4% | +124.1% | -29.7% | +75.3% |
| 5Y | +97.2% | +75.9% | +21.3% | +83.4% |
| All | +163.1% | +57.8% | +105.3% | +144.5% |
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