+85.2%
SHOP vs RPRX
+82.4%
+2.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.5% |
| 7D | -2.5% | +3.6% | -6.1% | -3.9% |
| 30D | -16.7% | +21.2% | -37.9% | -23.2% |
| 3M | -2.2% | +21.6% | -23.8% | -10.0% |
| 6M | +45.6% | +36.7% | +8.9% | +26.8% |
| YTD | -7.3% | +83.7% | -91.0% | -29.7% |
| 1Y | -6.1% | +83.2% | -89.3% | -28.8% |
| 3Y | +143.3% | +177.7% | -34.3% | +44.7% |
| 5Y | +0.2% | +95.8% | -95.6% | -25.0% |
| All | +85.2% | +82.4% | +2.9% | +40.9% |
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