+82.3%
OMC vs RPRX
+66.6%
+15.7%
-33.3%
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 | -6.4% | +5.1% | -11.5% | -7.1% |
| 30D | +1.1% | +11.2% | -10.1% | -0.6% |
| 3M | +10.4% | +16.7% | -6.3% | +7.8% |
| 6M | -1.7% | +36.0% | -37.7% | -6.4% |
| YTD | +4.4% | +67.8% | -63.4% | -3.9% |
| 1Y | +8.4% | +76.7% | -68.3% | -1.2% |
| 3Y | +14.4% | +128.1% | -113.7% | -0.7% |
| 5Y | +33.9% | +82.9% | -49.0% | +21.2% |
| All | +82.3% | +66.6% | +15.7% | +63.3% |
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 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