+94.0%
NVS vs RPRX
+70.9%
+23.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.3% | -8.4% | -5.9% | -11.6% |
| 30D | -10.0% | -0.6% | -9.3% | -9.4% |
| 3M | -10.9% | +6.4% | -17.3% | -12.1% |
| 6M | -12.0% | +26.6% | -38.6% | -17.4% |
| YTD | +2.5% | +53.8% | -51.3% | -8.9% |
| 1Y | +10.7% | +62.8% | -52.1% | -3.3% |
| 3Y | +53.3% | +118.0% | -64.7% | +22.8% |
| All | +94.0% | +70.9% | +23.1% | +67.2% |
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 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