+64.8%
RPRX vs CHD
+41.7%
+23.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | +5.1% | -2.7% | +7.8% | +5.6% |
| 30D | +11.2% | -4.6% | +15.8% | +12.0% |
| 3M | +16.7% | +5.0% | +11.7% | +15.6% |
| 6M | +36.0% | -3.2% | +39.2% | +36.5% |
| YTD | +67.8% | +18.6% | +49.2% | +62.6% |
| 1Y | +76.7% | +4.8% | +71.9% | +74.6% |
| 3Y | +128.1% | +6.1% | +122.0% | +123.1% |
| 5Y | +82.9% | +24.0% | +58.9% | +70.3% |
| All | +64.8% | +41.7% | +23.1% | +18.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling