+207.3%
TEVA vs RPRX
+52.7%
+154.6%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.3% | +2.1% |
| 7D | +2.0% | -8.4% | +10.4% | +5.3% |
| 30D | +1.0% | -0.6% | +1.6% | +1.1% |
| 3M | +7.3% | +6.4% | +0.9% | +4.5% |
| 6M | +21.7% | +26.6% | -4.9% | +11.1% |
| YTD | +18.8% | +53.8% | -34.9% | +0.9% |
| 1Y | +86.5% | +62.8% | +23.7% | +55.5% |
| 3Y | +269.4% | +118.0% | +151.4% | +176.1% |
| 5Y | +303.6% | +71.2% | +232.4% | +230.6% |
| All | +207.3% | +52.7% | +154.6% | +155.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling