+2,503.9%
FIX vs RPRX
+75.3%
+2,428.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.4% | +5.8% | +5.5% |
| 7D | -17.5% | +0.2% | -17.6% | -17.5% |
| 30D | -41.6% | +18.6% | -60.1% | -43.5% |
| 3M | -40.6% | +18.0% | -58.6% | -42.6% |
| 6M | -49.4% | +33.8% | -83.2% | -52.7% |
| YTD | +9.2% | +76.6% | -67.4% | -3.8% |
| 1Y | +6.5% | +68.2% | -61.8% | -5.3% |
| 3Y | +448.7% | +161.5% | +287.2% | +340.6% |
| 5Y | +948.7% | +91.4% | +857.3% | +815.0% |
| All | +2,503.9% | +75.3% | +2,428.6% | +2,144.5% |
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