+51.2%
MSFT vs RPRX
+126.7%
-75.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.1% | -0.9% |
| 7D | -1.4% | -2.8% | +1.4% | -1.3% |
| 30D | -1.0% | +7.2% | -8.2% | -1.3% |
| 3M | +20.2% | +10.9% | +9.3% | +19.5% |
| 6M | +21.3% | +34.6% | -13.3% | +19.7% |
| YTD | +2.8% | +59.0% | -56.2% | +0.7% |
| 1Y | 0.0% | +72.5% | -72.6% | -2.7% |
| 3Y | +51.2% | +124.1% | -72.9% | +46.4% |
| All | +51.2% | +126.7% | -75.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling