+123.8%
FFIV vs RPRX
+80.9%
+42.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -4.2% | +4.6% | -8.8% | -4.9% |
| 30D | -33.9% | +22.0% | -55.9% | -36.1% |
| 3M | -22.6% | +20.3% | -42.9% | -25.1% |
| 6M | -10.4% | +37.9% | -48.3% | -15.7% |
| YTD | +24.3% | +82.2% | -57.9% | +10.7% |
| 1Y | +31.8% | +83.7% | -51.9% | +17.1% |
| 3Y | +99.5% | +175.4% | -75.9% | +62.2% |
| 5Y | +40.7% | +87.7% | -47.0% | +24.3% |
| All | +123.8% | +80.9% | +42.9% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling