+65.5%
RPRX vs CHD
+0.8%
+64.7%
-8.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | -8.0% | -4.7% | -3.3% | -7.2% |
| 30D | +2.1% | -8.3% | +10.4% | +3.6% |
| 3M | +8.2% | -4.0% | +12.2% | +8.8% |
| 6M | +28.9% | -6.5% | +35.4% | +30.5% |
| YTD | +54.1% | +13.1% | +41.0% | +49.7% |
| 1Y | +65.5% | +2.3% | +63.2% | +68.6% |
| All | +65.5% | +0.8% | +64.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 1y: compounded portfolio wealth divided by compounded CHD 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…
1y analysis · Full analysis span regression · 6 months rolling