-65.9%
FIS vs RPRX
+66.6%
-132.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +5.1% | -4.0% | -0.1% |
| 30D | -2.2% | +11.2% | -13.4% | -4.8% |
| 3M | +2.1% | +16.7% | -14.6% | -1.8% |
| 6M | -14.7% | +36.0% | -50.7% | -21.2% |
| YTD | -35.7% | +67.8% | -103.5% | -43.9% |
| 1Y | -37.1% | +76.7% | -113.8% | -45.9% |
| 3Y | -20.0% | +128.1% | -148.1% | -36.3% |
| 5Y | -62.1% | +82.9% | -145.0% | -67.8% |
| All | -65.9% | +66.6% | -132.5% | -71.4% |
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