+75.8%
NOC vs RPRX
+66.6%
+9.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -5.2% | +5.1% | -10.3% | -5.6% |
| 30D | -7.2% | +11.2% | -18.4% | -8.1% |
| 3M | -5.1% | +16.7% | -21.8% | -6.5% |
| 6M | -31.1% | +36.0% | -67.1% | -33.1% |
| YTD | -8.6% | +67.8% | -76.4% | -12.8% |
| 1Y | -9.7% | +76.7% | -86.4% | -14.3% |
| 3Y | +24.3% | +128.1% | -103.8% | +14.7% |
| 5Y | +52.6% | +82.9% | -30.2% | +43.7% |
| All | +75.8% | +66.6% | +9.2% | +63.4% |
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