+65.4%
NOC vs RPRX
+84.9%
-19.5%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +4.5% | +2.1% | +2.5% | +4.2% |
| 30D | +14.1% | +21.9% | -7.8% | +10.6% |
| 3M | -4.5% | +16.9% | -21.4% | -6.9% |
| 6M | -0.8% | +34.5% | -35.3% | -5.5% |
| YTD | -2.5% | +80.9% | -83.5% | -11.3% |
| 1Y | -0.1% | +77.6% | -77.7% | -8.9% |
| 3Y | +24.6% | +173.5% | -148.9% | +4.4% |
| All | +65.4% | +84.9% | -19.5% | +50.5% |
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