-22.0%
ZBH vs RPRX
+57.8%
-79.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -5.3% | +1.3% | -2.9% |
| 7D | -5.2% | -2.8% | -2.4% | -4.7% |
| 30D | -2.4% | +7.2% | -9.6% | -3.8% |
| 3M | +8.3% | +10.9% | -2.6% | +6.0% |
| 6M | +0.7% | +34.6% | -33.9% | -5.3% |
| YTD | +5.3% | +59.0% | -53.6% | -4.1% |
| 1Y | -9.1% | +72.5% | -81.6% | -18.9% |
| 3Y | -19.7% | +124.1% | -143.8% | -33.0% |
| 5Y | -31.3% | +75.9% | -107.2% | -39.4% |
| All | -22.0% | +57.8% | -79.9% | -31.8% |
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