+51.4%
FE vs RPRX
+177.1%
-125.7%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.2% | +3.3% | -2.1% | +0.7% |
| 30D | +4.5% | +17.9% | -13.4% | +2.0% |
| 3M | +1.3% | +19.2% | -17.9% | -1.4% |
| 6M | +8.7% | +31.7% | -23.1% | +4.2% |
| YTD | +9.2% | +82.5% | -73.2% | -0.2% |
| 1Y | +7.0% | +78.4% | -71.5% | -1.9% |
| 3Y | +51.4% | +177.0% | -125.6% | +28.1% |
| All | +51.4% | +177.1% | -125.7% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling