+87.5%
RPRX vs CHD
+33.2%
+54.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.6% |
| 7D | +3.3% | +3.6% | -0.3% | +2.7% |
| 30D | +17.9% | +10.4% | +7.5% | +15.9% |
| 3M | +19.2% | +12.2% | +7.1% | +16.9% |
| 6M | +31.7% | +19.9% | +11.8% | +27.6% |
| YTD | +82.5% | +36.4% | +46.0% | +73.0% |
| 1Y | +78.4% | +35.1% | +43.3% | +69.4% |
| 3Y | +177.0% | +29.2% | +147.8% | +162.1% |
| All | +87.5% | +33.2% | +54.2% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling