-87.5%
FCEL vs RPRX
+81.2%
-168.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.8% | -6.4% | -6.1% |
| 7D | -2.8% | +3.3% | -6.1% | -4.6% |
| 30D | -31.6% | +17.9% | -49.5% | -38.4% |
| 3M | -52.4% | +19.2% | -71.6% | -58.0% |
| 6M | -51.4% | +31.7% | -83.1% | -60.5% |
| YTD | +32.4% | +82.5% | -50.0% | -14.3% |
| 1Y | +37.5% | +78.4% | -40.9% | -9.7% |
| 3Y | -69.3% | +177.0% | -246.2% | -85.7% |
| 5Y | -97.1% | +86.5% | -183.6% | -98.2% |
| All | -87.5% | +81.2% | -168.7% | -91.7% |
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 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