+4.6%
FE vs RPRX
+85.9%
-81.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.4% | +3.6% | -4.0% | -0.9% |
| 30D | +3.6% | +21.2% | -17.6% | +0.7% |
| 3M | +0.3% | +21.6% | -21.3% | -2.6% |
| 6M | +6.4% | +36.7% | -30.3% | +2.2% |
| YTD | +8.1% | +83.7% | -75.6% | +1.9% |
| 1Y | +4.6% | +83.2% | -78.6% | -1.4% |
| All | +4.6% | +85.9% | -81.3% | -1.4% |
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