+83.6%
SHW vs RPRX
+66.6%
+17.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | +5.1% | -8.3% | -4.2% |
| 30D | -9.5% | +11.2% | -20.7% | -11.4% |
| 3M | +11.5% | +16.7% | -5.3% | +8.2% |
| 6M | -3.5% | +36.0% | -39.5% | -9.0% |
| YTD | +3.7% | +67.8% | -64.1% | -5.8% |
| 1Y | -7.9% | +76.7% | -84.6% | -17.3% |
| 3Y | +24.7% | +128.1% | -103.4% | +6.1% |
| 5Y | +13.6% | +82.9% | -69.3% | +0.6% |
| All | +83.6% | +66.6% | +17.0% | +62.1% |
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