+99.1%
NVS vs RPRX
+57.8%
+41.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -5.3% | -8.7% | -12.6% |
| 7D | -14.6% | -2.8% | -11.8% | -13.8% |
| 30D | -11.9% | +7.2% | -19.1% | -13.1% |
| 3M | -6.0% | +10.9% | -16.8% | -8.0% |
| 6M | -11.4% | +34.6% | -45.9% | -17.0% |
| YTD | +2.9% | +59.0% | -56.0% | -7.0% |
| 1Y | +10.2% | +72.5% | -62.3% | -2.3% |
| 3Y | +55.3% | +124.1% | -68.8% | +29.5% |
| 5Y | +89.6% | +75.9% | +13.7% | +65.6% |
| All | +99.1% | +57.8% | +41.2% | +73.6% |
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