+36.0%
TSM vs RPRX
+85.8%
-49.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -4.0% | -2.1% |
| 7D | -10.0% | +4.2% | -14.2% | -9.7% |
| 30D | -18.5% | +19.2% | -37.8% | -17.8% |
| 3M | -4.9% | +18.0% | -22.9% | -4.1% |
| 6M | -1.0% | +35.7% | -36.7% | -2.7% |
| YTD | +31.3% | +77.2% | -46.0% | +25.6% |
| 1Y | +36.0% | +82.0% | -46.0% | +29.9% |
| All | +36.0% | +85.8% | -49.8% | +29.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling