+411.8%
FN vs RPRX
+75.3%
+336.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -0.4% | +12.1% | +11.7% |
| 7D | 0.0% | +0.2% | -0.2% | -0.1% |
| 30D | -34.3% | +18.6% | -52.9% | -35.9% |
| 3M | -39.9% | +18.0% | -57.9% | -41.4% |
| 6M | -51.8% | +33.8% | -85.6% | -54.3% |
| YTD | -28.1% | +76.6% | -104.7% | -35.0% |
| 1Y | -29.1% | +68.2% | -97.3% | -35.3% |
| 3Y | +102.4% | +161.5% | -59.1% | +71.1% |
| 5Y | +171.7% | +91.4% | +80.3% | +148.8% |
| All | +411.8% | +75.3% | +336.4% | +368.9% |
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 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