+103.8%
FFIV vs RPRX
+166.4%
-62.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | -2.1% | +3.4% | -5.5% | -2.3% |
| 30D | -33.8% | +20.8% | -54.6% | -34.5% |
| 3M | -20.6% | +21.6% | -42.2% | -21.5% |
| 6M | -10.2% | +36.5% | -46.8% | -12.6% |
| YTD | +24.5% | +80.4% | -55.9% | +17.2% |
| 1Y | +29.3% | +81.8% | -52.5% | +21.6% |
| 3Y | +103.8% | +170.9% | -67.1% | +85.9% |
| All | +103.8% | +166.4% | -62.6% | +85.9% |
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 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