-68.6%
FIS vs RPRX
+53.1%
-121.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.9% |
| 7D | -8.9% | -8.0% | -0.9% | -7.0% |
| 30D | -9.9% | +2.1% | -12.0% | -10.4% |
| 3M | 0.0% | +8.2% | -8.2% | -2.1% |
| 6M | -22.9% | +28.9% | -51.8% | -27.9% |
| YTD | -40.9% | +54.1% | -95.0% | -47.3% |
| 1Y | -40.4% | +65.5% | -106.0% | -48.0% |
| 3Y | -25.4% | +117.3% | -142.6% | -39.9% |
| 5Y | -64.8% | +71.6% | -136.4% | -69.5% |
| All | -68.6% | +53.1% | -121.7% | -73.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling