+49.3%
FERG vs RPRX
+116.7%
-67.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.3% |
| 7D | -1.0% | -8.0% | +7.0% | +0.8% |
| 30D | -11.8% | +2.1% | -13.9% | -12.3% |
| 3M | -1.2% | +8.2% | -9.4% | -3.4% |
| 6M | -2.3% | +28.9% | -31.2% | -8.7% |
| YTD | +0.8% | +54.1% | -53.4% | -9.9% |
| 1Y | +0.5% | +65.5% | -65.1% | -11.9% |
| All | +49.3% | +116.7% | -67.3% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling