-24.1%
FICO vs RPRX
+159.9%
-183.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +3.3% | +18.6% | -15.2% | +1.3% |
| 3M | -31.7% | +18.0% | -49.7% | -33.0% |
| 6M | -34.0% | +33.8% | -67.8% | -35.9% |
| YTD | -58.3% | +76.6% | -134.9% | -60.6% |
| 1Y | -57.9% | +68.2% | -126.2% | -60.1% |
| 3Y | -24.1% | +161.5% | -185.6% | -28.5% |
| All | -24.1% | +159.9% | -183.9% | -28.5% |
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 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