+153.3%
TXN vs RPRX
+52.7%
+100.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.2% | +4.1% | +3.9% |
| 7D | +4.0% | -8.4% | +12.3% | +5.9% |
| 30D | -2.9% | -0.6% | -2.2% | -2.8% |
| 3M | -9.1% | +6.4% | -15.5% | -10.8% |
| 6M | +36.6% | +26.6% | +10.0% | +28.1% |
| YTD | +57.5% | +53.8% | +3.7% | +40.6% |
| 1Y | +49.5% | +62.8% | -13.3% | +31.5% |
| 3Y | +76.5% | +118.0% | -41.5% | +43.7% |
| 5Y | +62.4% | +71.2% | -8.8% | +40.6% |
| All | +153.3% | +52.7% | +100.6% | +120.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling