+442.3%
MS vs RPRX
+66.6%
+375.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.1% | +0.2% |
| 7D | +1.4% | +5.1% | -3.7% | +0.3% |
| 30D | -0.3% | +11.2% | -11.5% | -2.5% |
| 3M | +0.3% | +16.7% | -16.4% | -3.2% |
| 6M | +31.3% | +36.0% | -4.7% | +22.5% |
| YTD | +24.7% | +67.8% | -43.1% | +10.9% |
| 1Y | +47.9% | +76.7% | -28.8% | +29.8% |
| 3Y | +178.3% | +128.1% | +50.2% | +128.9% |
| 5Y | +144.9% | +82.9% | +62.0% | +112.9% |
| All | +442.3% | +66.6% | +375.7% | +369.4% |
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