+211.6%
FERG vs RPRX
+53.1%
+158.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | -1.0% | -8.0% | +7.0% | +0.3% |
| 30D | -11.8% | +2.1% | -13.9% | -12.2% |
| 3M | -1.2% | +8.2% | -9.4% | -2.8% |
| 6M | -2.3% | +28.9% | -31.2% | -6.7% |
| YTD | +0.8% | +54.1% | -53.4% | -6.7% |
| 1Y | +0.5% | +65.5% | -65.1% | -8.2% |
| 3Y | +51.4% | +117.3% | -65.9% | +31.8% |
| 5Y | +67.5% | +71.6% | -4.1% | +51.7% |
| All | +211.6% | +53.1% | +158.5% | +179.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling