+125.7%
FFIV vs RPRX
+82.4%
+43.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -2.9% | +3.6% | -6.6% | -3.5% |
| 30D | -32.4% | +21.2% | -53.6% | -34.6% |
| 3M | -22.7% | +21.6% | -44.3% | -25.3% |
| 6M | -10.7% | +36.7% | -47.4% | -15.8% |
| YTD | +25.4% | +83.7% | -58.3% | +11.5% |
| 1Y | +34.2% | +83.2% | -49.0% | +19.3% |
| 3Y | +101.2% | +177.7% | -76.5% | +63.4% |
| 5Y | +42.0% | +95.8% | -53.8% | +24.7% |
| All | +125.7% | +82.4% | +43.3% | +99.2% |
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