+175.4%
FFIV vs RPRX
+66.6%
+108.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | -1.0% | +5.1% | -6.1% | -1.8% |
| 30D | -5.1% | +11.2% | -16.3% | -6.8% |
| 3M | -4.5% | +16.7% | -21.2% | -7.2% |
| 6M | +36.5% | +36.0% | +0.5% | +28.5% |
| YTD | +53.0% | +67.8% | -14.8% | +38.1% |
| 1Y | +24.2% | +76.7% | -52.5% | +10.9% |
| 3Y | +137.2% | +128.1% | +9.1% | +100.2% |
| 5Y | +91.8% | +82.9% | +8.9% | +70.2% |
| All | +175.4% | +66.6% | +108.8% | +146.9% |
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 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