+92.9%
SHW vs RPRX
+81.2%
+11.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +1.9% | +3.3% | -1.4% | +1.3% |
| 30D | +8.1% | +17.9% | -9.8% | +4.7% |
| 3M | -2.8% | +19.2% | -22.0% | -6.0% |
| 6M | +15.0% | +31.7% | -16.7% | +9.1% |
| YTD | +9.0% | +82.5% | -73.5% | -2.6% |
| 1Y | +4.5% | +78.4% | -74.0% | -6.3% |
| 3Y | +41.9% | +177.0% | -135.1% | +16.3% |
| 5Y | +10.7% | +86.5% | -75.7% | -2.9% |
| All | +92.9% | +81.2% | +11.8% | +67.6% |
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