+185.4%
FFIV vs RPRX
+57.8%
+127.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.9% | +3.9% |
| 7D | +3.5% | -4.0% | +7.5% | +4.2% |
| 30D | -1.3% | +4.9% | -6.2% | -2.2% |
| 3M | +2.4% | +9.4% | -7.0% | +0.5% |
| 6M | +41.8% | +33.3% | +8.5% | +33.9% |
| YTD | +58.5% | +59.0% | -0.4% | +44.5% |
| 1Y | +24.3% | +69.2% | -44.9% | +11.8% |
| 3Y | +152.0% | +124.1% | +27.9% | +112.9% |
| 5Y | +99.1% | +77.9% | +21.3% | +77.6% |
| All | +185.4% | +57.8% | +127.5% | +158.2% |
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