+85.5%
TMUS vs RPRX
+66.6%
+18.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.1% | -3.6% | -3.5% |
| 7D | +0.1% | +5.1% | -5.0% | -0.7% |
| 30D | +5.3% | +11.2% | -5.9% | +3.5% |
| 3M | +3.1% | +16.7% | -13.6% | +0.6% |
| 6M | -16.5% | +36.0% | -52.4% | -20.7% |
| YTD | -9.2% | +67.8% | -77.0% | -16.9% |
| 1Y | -26.5% | +76.7% | -103.2% | -33.5% |
| 3Y | +39.0% | +128.1% | -89.1% | +19.1% |
| 5Y | +40.4% | +82.9% | -42.5% | +26.2% |
| All | +85.5% | +66.6% | +18.9% | +67.2% |
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