-50.8%
FISV vs RPRX
+57.8%
-108.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.2% | -2.8% |
| 7D | -1.6% | -2.8% | +1.2% | -0.9% |
| 30D | -3.0% | +7.2% | -10.1% | -4.6% |
| 3M | -3.5% | +10.9% | -14.4% | -5.9% |
| 6M | -19.4% | +34.6% | -54.0% | -24.9% |
| YTD | -24.3% | +59.0% | -83.2% | -32.2% |
| 1Y | -62.4% | +72.5% | -134.9% | -67.1% |
| 3Y | -58.2% | +124.1% | -182.3% | -66.2% |
| 5Y | -56.5% | +75.9% | -132.5% | -62.1% |
| All | -50.8% | +57.8% | -108.6% | -57.7% |
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