+93.3%
SHW vs RPRX
+79.7%
+13.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | +0.7% | +2.1% | -1.4% | +0.3% |
| 30D | +8.4% | +21.9% | -13.5% | +4.4% |
| 3M | -2.2% | +16.9% | -19.2% | -5.1% |
| 6M | +13.3% | +34.5% | -21.2% | +7.0% |
| YTD | +9.2% | +80.9% | -71.7% | -2.2% |
| 1Y | +2.9% | +77.6% | -74.7% | -7.6% |
| 3Y | +41.1% | +173.5% | -132.4% | +16.0% |
| 5Y | +11.0% | +84.9% | -74.0% | -2.5% |
| All | +93.3% | +79.7% | +13.7% | +68.2% |
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