+92.6%
FFIV vs RPRX
+74.2%
+18.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.3% | +5.1% | +0.8% |
| 7D | -1.5% | -2.8% | +1.2% | -1.1% |
| 30D | -2.7% | +7.2% | -9.8% | -4.0% |
| 3M | -1.7% | +10.9% | -12.5% | -3.9% |
| 6M | +36.1% | +34.6% | +1.6% | +27.4% |
| YTD | +52.6% | +59.0% | -6.3% | +37.6% |
| 1Y | +21.5% | +72.5% | -51.0% | +7.4% |
| 3Y | +142.7% | +124.1% | +18.6% | +100.7% |
| 5Y | +92.6% | +75.9% | +16.6% | +75.9% |
| All | +92.6% | +74.2% | +18.4% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling