+12.9%
SHW vs RPRX
+77.0%
-64.1%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.2% | -4.0% | +0.8% | -2.2% |
| 30D | -11.4% | +4.9% | -16.3% | -12.5% |
| 3M | +3.5% | +9.4% | -5.9% | +1.0% |
| 6M | -3.4% | +33.3% | -36.7% | -10.2% |
| YTD | -0.3% | +59.0% | -59.3% | -11.3% |
| 1Y | -10.4% | +69.2% | -79.7% | -21.8% |
| 3Y | +21.3% | +124.1% | -102.8% | -2.7% |
| 5Y | +12.9% | +77.9% | -65.0% | -1.0% |
| All | +12.9% | +77.0% | -64.1% | -1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling