+426.9%
FANG vs RPRX
+53.1%
+373.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +1.9% |
| 7D | +1.2% | -8.0% | +9.2% | +2.6% |
| 30D | +2.4% | +2.1% | +0.3% | +1.9% |
| 3M | +5.1% | +8.2% | -3.1% | +3.5% |
| 6M | +16.4% | +28.9% | -12.5% | +11.0% |
| YTD | +39.0% | +54.1% | -15.2% | +28.1% |
| 1Y | +50.6% | +65.5% | -14.9% | +36.6% |
| 3Y | +46.9% | +117.3% | -70.4% | +25.1% |
| 5Y | +238.2% | +71.6% | +166.6% | +202.3% |
| All | +426.9% | +53.1% | +373.8% | +360.7% |
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