+170.9%
RPRX vs CHD
+29.8%
+141.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.8% | +0.4% | +1.9% |
| 7D | +3.4% | +0.8% | +2.6% | +3.2% |
| 30D | +20.8% | +13.5% | +7.3% | +18.4% |
| 3M | +21.6% | +8.1% | +13.5% | +20.0% |
| 6M | +36.5% | +19.9% | +16.7% | +32.6% |
| YTD | +80.4% | +34.0% | +46.4% | +72.7% |
| 1Y | +81.8% | +29.8% | +52.0% | +74.7% |
| 3Y | +170.9% | +28.7% | +142.1% | +157.9% |
| All | +170.9% | +29.8% | +141.0% | +157.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling