+139.9%
ULTA vs RPRX
+57.8%
+82.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -1.8% | -4.0% | +2.2% | -0.8% |
| 30D | -1.2% | +4.9% | -6.2% | -2.3% |
| 3M | +13.4% | +9.4% | +4.0% | +10.8% |
| 6M | -15.6% | +33.3% | -48.9% | -21.5% |
| YTD | -10.4% | +59.0% | -69.4% | -20.2% |
| 1Y | +5.5% | +69.2% | -63.8% | -7.7% |
| 3Y | +31.0% | +124.1% | -93.1% | +5.8% |
| 5Y | +41.8% | +77.9% | -36.0% | +22.3% |
| All | +139.9% | +57.8% | +82.0% | +106.4% |
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