+5.0%
SYK vs RPRX
+71.3%
-66.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.0% |
| 7D | -12.3% | -8.0% | -4.3% | -10.0% |
| 30D | -22.4% | +2.1% | -24.5% | -22.8% |
| 3M | -12.3% | +8.2% | -20.5% | -14.2% |
| 6M | -24.3% | +28.9% | -53.2% | -29.4% |
| YTD | -22.8% | +54.1% | -76.9% | -31.4% |
| 1Y | -28.8% | +65.5% | -94.3% | -38.2% |
| 3Y | -4.0% | +117.3% | -121.3% | -23.5% |
| All | +5.0% | +71.3% | -66.3% | -7.2% |
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 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