+187.2%
SCHG vs RPRX
+52.7%
+134.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -1.0% | -8.4% | +7.3% | +0.8% |
| 30D | -1.3% | -0.6% | -0.6% | -1.2% |
| 3M | +5.4% | +6.4% | -1.0% | +3.7% |
| 6M | +14.4% | +26.6% | -12.2% | +8.0% |
| YTD | +8.0% | +53.8% | -45.7% | -2.7% |
| 1Y | +12.7% | +62.8% | -50.1% | 0.0% |
| 3Y | +85.6% | +118.0% | -32.4% | +51.5% |
| 5Y | +85.5% | +71.2% | +14.3% | +63.7% |
| All | +187.2% | +52.7% | +134.5% | +154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling