-2.1%
FIG vs RPRX
+33.8%
-35.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +2.6% | +2.1% | +0.5% | +1.8% |
| 30D | -13.1% | +21.9% | -35.0% | -19.5% |
| 3M | -20.3% | +16.9% | -37.3% | -24.6% |
| 6M | -2.1% | +34.5% | -36.7% | -13.5% |
| All | -2.1% | +33.8% | -35.9% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling