+18.3%
VEEV vs RPRX
+57.8%
-39.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.5% | -2.1% |
| 7D | -5.2% | -2.8% | -2.4% | -4.3% |
| 30D | +14.9% | +7.2% | +7.8% | +12.6% |
| 3M | +58.4% | +10.9% | +47.5% | +53.4% |
| 6M | +35.5% | +34.6% | +0.9% | +23.5% |
| YTD | +18.6% | +59.0% | -40.3% | +2.3% |
| 1Y | -6.3% | +72.5% | -78.9% | -21.7% |
| 3Y | +20.2% | +124.1% | -103.9% | -9.7% |
| 5Y | -13.8% | +75.9% | -89.7% | -28.4% |
| All | +18.3% | +57.8% | -39.5% | +0.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling