+4,021.1%
FIX vs RPRX
+66.6%
+3,954.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | +6.0% | +5.1% | +0.9% | +5.0% |
| 30D | -7.2% | +11.2% | -18.4% | -9.2% |
| 3M | -15.9% | +16.7% | -32.6% | -18.8% |
| 6M | +12.7% | +36.0% | -23.3% | +5.1% |
| YTD | +72.8% | +67.8% | +5.0% | +54.0% |
| 1Y | +122.9% | +76.7% | +46.2% | +96.3% |
| 3Y | +774.3% | +128.1% | +646.2% | +625.2% |
| 5Y | +2,049.5% | +82.9% | +1,966.6% | +1,790.0% |
| All | +4,021.1% | +66.6% | +3,954.5% | +3,492.2% |
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