+81.3%
TMUS vs RPRX
+57.8%
+23.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | -5.3% | -4.0% | -1.3% | -4.8% |
| 30D | +0.1% | +4.9% | -4.8% | -0.7% |
| 3M | -0.6% | +9.4% | -10.0% | -2.1% |
| 6M | -17.5% | +33.3% | -50.8% | -21.6% |
| YTD | -11.3% | +59.0% | -70.2% | -18.1% |
| 1Y | -25.4% | +69.2% | -94.6% | -32.1% |
| 3Y | +35.5% | +124.1% | -88.6% | +16.1% |
| 5Y | +41.9% | +77.9% | -36.0% | +28.0% |
| All | +81.3% | +57.8% | +23.4% | +64.6% |
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 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