+72.4%
YUM vs RPRX
+52.7%
+19.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -6.1% | -8.4% | +2.3% | -4.9% |
| 30D | -5.8% | -0.6% | -5.2% | -5.8% |
| 3M | -7.6% | +6.4% | -14.1% | -8.5% |
| 6M | -9.1% | +26.6% | -35.7% | -12.3% |
| YTD | -5.5% | +53.8% | -59.3% | -11.3% |
| 1Y | -3.7% | +62.8% | -66.5% | -10.4% |
| 3Y | +17.8% | +118.0% | -100.2% | +4.2% |
| 5Y | +19.3% | +71.2% | -51.9% | +10.0% |
| All | +72.4% | +52.7% | +19.7% | +58.6% |
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