-79.9%
FCEL vs RPRX
+53.1%
-133.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.0% | -2.9% | -4.0% |
| 7D | +6.3% | -8.0% | +14.3% | +11.3% |
| 30D | -18.8% | +2.1% | -20.9% | -20.5% |
| 3M | -3.8% | +8.2% | -12.0% | -10.8% |
| 6M | +121.1% | +28.9% | +92.3% | +82.1% |
| YTD | +113.3% | +54.1% | +59.1% | +54.2% |
| 1Y | +173.5% | +65.5% | +108.0% | +88.2% |
| 3Y | -63.9% | +117.3% | -181.2% | -80.0% |
| 5Y | -90.7% | +71.6% | -162.3% | -93.7% |
| All | -79.9% | +53.1% | -133.0% | -85.1% |
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