+213.8%
FERG vs RPRX
+52.7%
+161.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -2.6% | -8.4% | +5.8% | -1.2% |
| 30D | -8.9% | -0.6% | -8.3% | -8.8% |
| 3M | -2.0% | +6.4% | -8.5% | -3.3% |
| 6M | -3.2% | +26.6% | -29.8% | -7.3% |
| YTD | +1.5% | +53.8% | -52.3% | -6.0% |
| 1Y | +0.5% | +62.8% | -62.3% | -7.9% |
| 3Y | +50.4% | +118.0% | -67.6% | +30.9% |
| 5Y | +68.7% | +71.2% | -2.5% | +52.8% |
| All | +213.8% | +52.7% | +161.1% | +181.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling