+45.4%
MSFT vs RPRX
+178.9%
-133.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | -6.2% | +3.6% | -9.9% | -6.4% |
| 30D | -3.7% | +21.2% | -24.9% | -4.3% |
| 3M | +3.6% | +21.6% | -18.0% | +2.9% |
| 6M | +26.8% | +36.7% | -9.9% | +25.2% |
| YTD | +8.4% | +83.7% | -75.2% | +5.8% |
| 1Y | +3.3% | +83.2% | -79.9% | +0.8% |
| All | +45.4% | +178.9% | -133.4% | +43.1% |
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