+40.9%
FFIV vs RPRX
+93.9%
-53.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.8% |
| 7D | -2.1% | +3.4% | -5.5% | -2.7% |
| 30D | -33.8% | +20.8% | -54.6% | -36.2% |
| 3M | -20.6% | +21.6% | -42.2% | -23.7% |
| 6M | -10.2% | +36.5% | -46.8% | -16.3% |
| YTD | +24.5% | +80.4% | -55.9% | +8.3% |
| 1Y | +29.3% | +81.8% | -52.5% | +12.2% |
| 3Y | +103.8% | +170.9% | -67.1% | +57.1% |
| 5Y | +40.9% | +95.2% | -54.3% | +24.5% |
| All | +40.9% | +93.9% | -53.0% | +24.5% |
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