+46.0%
FE vs RPRX
+86.5%
-40.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.2% | +0.9% |
| 7D | +1.2% | +3.3% | -2.1% | +0.5% |
| 30D | +4.5% | +17.9% | -13.4% | +0.8% |
| 3M | +1.3% | +19.2% | -17.9% | -2.6% |
| 6M | +8.7% | +31.7% | -23.1% | +2.1% |
| YTD | +9.2% | +82.5% | -73.2% | -4.8% |
| 1Y | +7.0% | +78.4% | -71.5% | -6.3% |
| 3Y | +51.4% | +177.0% | -125.6% | +16.4% |
| All | +46.0% | +86.5% | -40.5% | +27.7% |
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 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