+684.0%
SMH vs RPRX
+66.6%
+617.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | +2.5% | +5.1% | -2.6% | +1.4% |
| 30D | -0.5% | +11.2% | -11.7% | -2.9% |
| 3M | -9.6% | +16.7% | -26.4% | -13.1% |
| 6M | +42.1% | +36.0% | +6.1% | +31.4% |
| YTD | +57.4% | +67.8% | -10.4% | +38.1% |
| 1Y | +96.2% | +76.7% | +19.5% | +69.5% |
| 3Y | +267.9% | +128.1% | +139.8% | +195.4% |
| 5Y | +327.7% | +82.9% | +244.8% | +269.7% |
| All | +684.0% | +66.6% | +617.4% | +580.0% |
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 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