+754.5%
TSM vs RPRX
+66.6%
+687.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | +5.1% | -2.4% | +1.9% |
| 30D | +3.6% | +11.2% | -7.6% | +1.9% |
| 3M | -3.4% | +16.7% | -20.1% | -5.8% |
| 6M | +20.6% | +36.0% | -15.4% | +14.5% |
| YTD | +41.9% | +67.8% | -25.9% | +30.1% |
| 1Y | +84.4% | +76.7% | +7.7% | +67.2% |
| 3Y | +380.2% | +128.1% | +252.1% | +313.9% |
| 5Y | +275.3% | +82.9% | +192.5% | +239.4% |
| All | +754.5% | +66.6% | +687.8% | +672.2% |
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