+57.1%
SHOP vs RPRX
+53.1%
+4.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.1% |
| 7D | -13.2% | -8.0% | -5.2% | -10.1% |
| 30D | -17.0% | +2.1% | -19.1% | -17.8% |
| 3M | +17.0% | +8.2% | +8.8% | +12.8% |
| 6M | -2.1% | +28.9% | -31.0% | -12.9% |
| YTD | -21.4% | +54.1% | -75.5% | -35.8% |
| 1Y | -11.0% | +65.5% | -76.5% | -30.2% |
| 3Y | +100.9% | +117.3% | -16.4% | +34.0% |
| 5Y | -14.7% | +71.6% | -86.3% | -32.6% |
| All | +57.1% | +53.1% | +4.1% | +28.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling