+168.2%
MSFT vs RPRX
+53.1%
+115.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.8% |
| 7D | -3.5% | -8.0% | +4.6% | -1.9% |
| 30D | -2.1% | +2.1% | -4.1% | -2.6% |
| 3M | +24.2% | +8.2% | +16.0% | +21.9% |
| 6M | +21.9% | +28.9% | -7.0% | +15.4% |
| YTD | +2.5% | +54.1% | -51.7% | -6.7% |
| 1Y | -0.8% | +65.5% | -66.3% | -11.3% |
| 3Y | +50.8% | +117.3% | -66.5% | +25.2% |
| 5Y | +73.5% | +71.6% | +1.9% | +55.2% |
| All | +168.2% | +53.1% | +115.1% | +140.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling