-23.6%
FIS vs RPRX
+126.7%
-150.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.3% | -0.6% | -4.9% |
| 7D | -3.5% | -2.8% | -0.7% | -2.9% |
| 30D | -7.8% | +7.2% | -15.0% | -9.0% |
| 3M | +0.8% | +10.9% | -10.1% | -1.1% |
| 6M | -21.9% | +34.6% | -56.5% | -26.3% |
| YTD | -39.5% | +59.0% | -98.5% | -45.1% |
| 1Y | -41.0% | +72.5% | -113.5% | -47.5% |
| 3Y | -23.6% | +124.1% | -147.7% | -37.0% |
| All | -23.6% | +126.7% | -150.3% | -37.0% |
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 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