+111.0%
QCOM vs RPRX
+75.3%
+35.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +5.6% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -6.6% | +18.6% | -25.2% | -10.3% |
| 3M | +3.7% | +18.0% | -14.3% | -0.5% |
| 6M | -13.3% | +33.8% | -47.1% | -19.7% |
| YTD | -1.8% | +76.6% | -78.4% | -15.4% |
| 1Y | -2.5% | +68.2% | -70.7% | -15.0% |
| 3Y | +47.0% | +161.5% | -114.6% | +13.0% |
| 5Y | +13.1% | +91.4% | -78.3% | -4.2% |
| All | +111.0% | +75.3% | +35.7% | +80.7% |
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