-41.4%
FIS vs RPRX
+172.9%
-214.4%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.2% |
| 7D | -27.4% | +4.6% | -32.0% | -27.9% |
| 30D | -16.8% | +22.0% | -38.8% | -19.5% |
| 3M | -32.6% | +20.3% | -52.9% | -34.6% |
| 6M | -33.4% | +37.9% | -71.3% | -36.8% |
| YTD | -56.0% | +82.2% | -138.3% | -60.6% |
| 1Y | -55.1% | +83.7% | -138.8% | -59.8% |
| 3Y | -41.4% | +175.4% | -216.9% | -50.1% |
| All | -41.4% | +172.9% | -214.4% | -50.1% |
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