+91.0%
FICO vs RPRX
+91.4%
-0.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | +1.4% | +2.1% | -0.7% | +0.9% |
| 30D | -0.8% | +21.9% | -22.7% | -5.9% |
| 3M | -31.3% | +16.9% | -48.2% | -34.2% |
| 6M | -33.9% | +34.5% | -68.5% | -39.1% |
| YTD | -57.6% | +80.9% | -138.5% | -64.1% |
| 1Y | -59.7% | +77.6% | -137.2% | -65.7% |
| 3Y | -28.0% | +173.5% | -201.6% | -48.0% |
| 5Y | +91.0% | +84.9% | +6.0% | +68.0% |
| All | +91.0% | +91.4% | -0.4% | +68.0% |
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