+48.4%
QCOM vs RPRX
+177.1%
-128.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.7% |
| 7D | +4.3% | +3.3% | +0.9% | +4.0% |
| 30D | -0.1% | +17.9% | -18.0% | -1.5% |
| 3M | +5.2% | +19.2% | -14.0% | +3.4% |
| 6M | -18.4% | +31.7% | -50.1% | -21.1% |
| YTD | +2.4% | +82.5% | -80.1% | -6.0% |
| 1Y | +0.9% | +78.4% | -77.5% | -7.1% |
| 3Y | +48.4% | +177.0% | -128.6% | +33.4% |
| All | +48.4% | +177.1% | -128.7% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling