+50.6%
SYK vs RPRX
+53.1%
-2.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -1.3% |
| 7D | -12.3% | -8.0% | -4.3% | -10.6% |
| 30D | -22.4% | +2.1% | -24.5% | -22.7% |
| 3M | -12.3% | +8.2% | -20.5% | -13.7% |
| 6M | -24.3% | +28.9% | -53.2% | -28.2% |
| YTD | -22.8% | +54.1% | -76.9% | -29.4% |
| 1Y | -28.8% | +65.5% | -94.3% | -36.0% |
| 3Y | -4.0% | +117.3% | -121.3% | -18.9% |
| 5Y | +3.8% | +71.6% | -67.8% | -7.0% |
| All | +50.6% | +53.1% | -2.5% | +35.0% |
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