+217.5%
ORCL vs RPRX
+66.6%
+150.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +5.3% | +5.1% | +0.1% | +4.8% |
| 30D | +10.0% | +11.2% | -1.2% | +9.0% |
| 3M | -32.6% | +16.7% | -49.3% | -33.6% |
| 6M | +4.9% | +36.0% | -31.1% | +1.8% |
| YTD | -17.8% | +67.8% | -85.6% | -21.9% |
| 1Y | -28.0% | +76.7% | -104.7% | -32.1% |
| 3Y | +36.0% | +128.1% | -92.1% | +24.3% |
| 5Y | +88.7% | +82.9% | +5.8% | +79.2% |
| All | +217.5% | +66.6% | +150.8% | +198.5% |
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