+3.1%
FICO vs RPRX
+137.9%
-134.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | +5.1% | -24.3% | -19.6% |
| 30D | -14.6% | +11.2% | -25.8% | -15.6% |
| 3M | -20.1% | +16.7% | -36.8% | -21.3% |
| 6M | -36.3% | +36.0% | -72.3% | -38.2% |
| YTD | -44.9% | +67.8% | -112.7% | -47.5% |
| 1Y | -38.6% | +76.7% | -115.3% | -42.0% |
| All | +3.1% | +137.9% | -134.8% | -5.1% |
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