+81.3%
FN vs RPRX
+160.9%
-79.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | 0.0% | -14.3% | -14.2% |
| 7D | -16.0% | +2.5% | -18.5% | -15.8% |
| 30D | -40.1% | +19.7% | -59.8% | -39.3% |
| 3M | -43.9% | +17.5% | -61.4% | -43.2% |
| 6M | -55.6% | +35.1% | -90.7% | -55.3% |
| YTD | -35.7% | +77.3% | -112.9% | -35.0% |
| 1Y | -39.8% | +70.4% | -110.2% | -39.3% |
| All | +81.3% | +160.9% | -79.6% | +105.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling