+145.1%
MS vs RPRX
+83.4%
+61.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +5.1% | -3.7% | 0.0% |
| 30D | -0.3% | +11.2% | -11.5% | -3.1% |
| 3M | +0.3% | +16.7% | -16.4% | -4.0% |
| 6M | +31.3% | +36.0% | -4.7% | +20.2% |
| YTD | +24.7% | +67.8% | -43.1% | +7.2% |
| 1Y | +47.9% | +76.7% | -28.8% | +24.9% |
| 3Y | +178.3% | +128.1% | +50.2% | +116.1% |
| All | +145.1% | +83.4% | +61.6% | +110.5% |
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