+175.0%
TEL vs RPRX
+57.8%
+117.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.3% | +3.5% | -0.6% |
| 7D | -1.4% | -2.8% | +1.3% | -0.8% |
| 30D | -4.9% | +7.2% | -12.0% | -6.4% |
| 3M | +0.1% | +10.9% | -10.8% | -2.4% |
| 6M | +0.4% | +34.6% | -34.2% | -6.4% |
| YTD | -8.9% | +59.0% | -67.9% | -18.5% |
| 1Y | -0.3% | +72.5% | -72.8% | -12.7% |
| 3Y | +67.6% | +124.1% | -56.5% | +36.6% |
| 5Y | +50.7% | +75.9% | -25.2% | +31.2% |
| All | +175.0% | +57.8% | +117.2% | +140.2% |
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 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