+33.2%
FFIV vs RPRX
+82.9%
-49.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | -2.9% | +3.6% | -6.6% | -2.7% |
| 30D | -32.4% | +21.2% | -53.6% | -31.0% |
| 3M | -22.7% | +21.6% | -44.3% | -20.9% |
| 6M | -10.7% | +36.7% | -47.4% | -9.3% |
| YTD | +25.4% | +83.7% | -58.3% | +20.5% |
| All | +33.2% | +82.9% | -49.6% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling