+201.2%
TEVA vs RPRX
+53.1%
+148.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.7% | -0.2% |
| 7D | -0.7% | -8.0% | +7.3% | +2.4% |
| 30D | -0.4% | +2.1% | -2.4% | -1.3% |
| 3M | +8.2% | +8.2% | +0.1% | +4.7% |
| 6M | +15.3% | +28.9% | -13.6% | +4.5% |
| YTD | +16.5% | +54.1% | -37.7% | -1.2% |
| 1Y | +85.7% | +65.5% | +20.2% | +54.0% |
| 3Y | +277.9% | +117.3% | +160.6% | +182.7% |
| 5Y | +295.5% | +71.6% | +223.9% | +223.7% |
| All | +201.2% | +53.1% | +148.1% | +150.6% |
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