+46.3%
FE vs RPRX
+91.5%
-45.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | +4.1% | +18.6% | -14.4% | +0.4% |
| 3M | -1.0% | +18.0% | -19.0% | -4.6% |
| 6M | +4.0% | +33.8% | -29.8% | -2.6% |
| YTD | +6.8% | +76.6% | -69.7% | -6.1% |
| 1Y | +5.3% | +68.2% | -62.9% | -6.5% |
| 3Y | +44.6% | +161.5% | -117.0% | +13.2% |
| All | +46.3% | +91.5% | -45.2% | +27.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling