+29.7%
OMC vs RPRX
+77.0%
-47.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | -4.2% | -4.0% | -0.2% | -3.4% |
| 30D | -7.5% | +4.9% | -12.4% | -8.5% |
| 3M | +4.6% | +9.4% | -4.7% | +2.6% |
| 6M | -4.8% | +33.3% | -38.1% | -10.6% |
| YTD | -1.0% | +59.0% | -60.0% | -10.7% |
| 1Y | +3.8% | +69.2% | -65.4% | -7.9% |
| 3Y | +10.2% | +124.1% | -113.9% | -9.6% |
| 5Y | +29.7% | +77.9% | -48.1% | +16.3% |
| All | +29.7% | +77.0% | -47.3% | +16.3% |
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