+133.0%
ORCL vs RPRX
+75.3%
+57.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | -11.2% | +0.2% | -11.3% | -11.2% |
| 30D | -18.8% | +18.6% | -37.4% | -19.9% |
| 3M | -18.8% | +18.0% | -36.8% | -19.9% |
| 6M | -39.7% | +33.8% | -73.5% | -41.3% |
| YTD | -39.6% | +76.6% | -116.2% | -42.9% |
| 1Y | -51.7% | +68.2% | -120.0% | -54.1% |
| 3Y | +10.2% | +161.5% | -151.3% | -0.9% |
| 5Y | +30.8% | +91.4% | -60.6% | +23.9% |
| All | +133.0% | +75.3% | +57.6% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling