-76.7%
FIS vs RPRX
+80.9%
-157.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -27.4% | +4.6% | -32.0% | -28.3% |
| 30D | -16.8% | +22.0% | -38.8% | -20.9% |
| 3M | -32.6% | +20.3% | -52.9% | -35.7% |
| 6M | -33.4% | +37.9% | -71.3% | -38.7% |
| YTD | -56.0% | +82.2% | -138.3% | -62.4% |
| 1Y | -55.1% | +83.7% | -138.8% | -61.7% |
| 3Y | -41.4% | +175.4% | -216.9% | -55.6% |
| 5Y | -72.7% | +87.7% | -160.4% | -77.0% |
| All | -76.7% | +80.9% | -157.6% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling