+219.1%
FERG vs RPRX
+57.8%
+161.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.3% | +4.3% | -0.1% |
| 7D | +3.4% | -2.8% | +6.2% | +3.8% |
| 30D | -11.5% | +7.2% | -18.7% | -12.6% |
| 3M | +1.3% | +10.9% | -9.6% | -0.7% |
| 6M | -1.0% | +34.6% | -35.5% | -6.1% |
| YTD | +3.2% | +59.0% | -55.7% | -4.9% |
| 1Y | -3.0% | +72.5% | -75.5% | -11.9% |
| 3Y | +55.0% | +124.1% | -69.1% | +34.3% |
| 5Y | +72.6% | +75.9% | -3.3% | +55.6% |
| All | +219.1% | +57.8% | +161.2% | +184.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling