+29.4%
TRMB vs RPRX
+81.2%
-51.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.6% |
| 7D | +2.8% | +3.3% | -0.5% | +1.9% |
| 30D | -5.9% | +17.9% | -23.8% | -10.4% |
| 3M | -3.3% | +19.2% | -22.5% | -8.4% |
| 6M | +1.3% | +31.7% | -30.4% | -7.1% |
| YTD | -29.0% | +82.5% | -111.4% | -41.3% |
| 1Y | -27.8% | +78.4% | -106.2% | -39.9% |
| 3Y | +36.3% | +177.0% | -140.6% | -3.1% |
| 5Y | -35.8% | +86.5% | -122.3% | -47.2% |
| All | +29.4% | +81.2% | -51.8% | +4.8% |
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