+123.3%
VSH vs RPRX
+66.6%
+56.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +4.1% | +5.1% | -1.1% | +2.9% |
| 30D | -4.2% | +11.2% | -15.4% | -6.6% |
| 3M | -50.0% | +16.7% | -66.7% | -52.1% |
| 6M | +80.2% | +36.0% | +44.2% | +65.6% |
| YTD | +121.1% | +67.8% | +53.3% | +92.5% |
| 1Y | +112.0% | +76.7% | +35.3% | +81.4% |
| 3Y | +22.5% | +128.1% | -105.6% | -2.4% |
| 5Y | +64.0% | +82.9% | -18.8% | +38.7% |
| All | +123.3% | +66.6% | +56.6% | +89.3% |
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 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