+17.2%
VEEV vs RPRX
+52.7%
-35.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -4.6% | -8.4% | +3.8% | -2.1% |
| 30D | +8.6% | -0.6% | +9.3% | +8.8% |
| 3M | +62.4% | +6.4% | +56.0% | +59.2% |
| 6M | +40.3% | +26.6% | +13.7% | +30.2% |
| YTD | +17.5% | +53.8% | -36.2% | +2.4% |
| 1Y | -6.1% | +62.8% | -68.9% | -20.1% |
| 3Y | +16.7% | +118.0% | -101.4% | -11.7% |
| 5Y | -13.3% | +71.2% | -84.5% | -27.5% |
| All | +17.2% | +52.7% | -35.4% | +0.4% |
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 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