+710.0%
TSM vs RPRX
+79.7%
+630.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +14.8% | +2.1% | +12.8% | +14.5% |
| 30D | -8.9% | +21.9% | -30.8% | -11.5% |
| 3M | -5.3% | +16.9% | -22.2% | -7.5% |
| 6M | +2.6% | +34.5% | -32.0% | -2.3% |
| YTD | +34.5% | +80.9% | -46.5% | +21.9% |
| 1Y | +41.0% | +77.6% | -36.6% | +28.2% |
| 3Y | +333.1% | +173.5% | +159.6% | +260.5% |
| 5Y | +270.1% | +84.9% | +185.2% | +235.4% |
| All | +710.0% | +79.7% | +630.3% | +623.8% |
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