+537.4%
FN vs RPRX
+66.6%
+470.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | -1.7% | +5.1% | -6.8% | -2.5% |
| 30D | -22.0% | +11.2% | -33.2% | -23.3% |
| 3M | -43.0% | +16.7% | -59.7% | -44.6% |
| 6M | -27.7% | +36.0% | -63.7% | -31.8% |
| YTD | -10.5% | +67.8% | -78.3% | -18.4% |
| 1Y | +12.5% | +76.7% | -64.2% | +1.7% |
| 3Y | +153.8% | +128.1% | +25.7% | +120.6% |
| 5Y | +288.0% | +82.9% | +205.1% | +256.8% |
| All | +537.4% | +66.6% | +470.7% | +488.3% |
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