+445.2%
FN vs RPRX
+80.9%
+364.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.0% | -5.7% | -4.9% |
| 7D | -4.1% | +4.6% | -8.7% | -4.6% |
| 30D | -28.3% | +22.0% | -50.3% | -30.3% |
| 3M | -33.9% | +20.3% | -54.2% | -35.7% |
| 6M | -43.9% | +37.9% | -81.8% | -47.0% |
| YTD | -23.4% | +82.2% | -105.7% | -31.0% |
| 1Y | -25.4% | +83.7% | -109.1% | -32.8% |
| 3Y | +107.9% | +175.4% | -67.5% | +74.2% |
| 5Y | +195.1% | +87.7% | +107.4% | +171.6% |
| All | +445.2% | +80.9% | +364.3% | +397.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling