+224.9%
ORCL vs RPRX
+57.8%
+167.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.3% | +7.6% | +2.8% |
| 7D | +15.0% | -2.8% | +17.8% | +15.3% |
| 30D | +10.5% | +7.2% | +3.4% | +9.9% |
| 3M | -23.0% | +10.9% | -33.9% | -23.8% |
| 6M | +7.0% | +34.6% | -27.6% | +3.9% |
| YTD | -15.8% | +59.0% | -74.8% | -19.7% |
| 1Y | -31.1% | +72.5% | -103.6% | -34.9% |
| 3Y | +33.3% | +124.1% | -90.8% | +21.6% |
| 5Y | +94.3% | +75.9% | +18.4% | +85.2% |
| All | +224.9% | +57.8% | +167.1% | +206.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling