+6.3%
FE vs RPRX
+85.8%
-79.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.2% |
| 7D | +1.7% | +4.2% | -2.5% | +1.2% |
| 30D | +8.1% | +19.2% | -11.1% | +6.2% |
| 3M | -1.3% | +18.0% | -19.3% | -2.9% |
| 6M | +2.9% | +35.7% | -32.8% | +0.9% |
| YTD | +8.6% | +77.2% | -68.7% | +7.7% |
| 1Y | +6.3% | +82.0% | -75.7% | +5.7% |
| All | +6.3% | +85.8% | -79.5% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling