-17.0%
FND vs RPRX
+53.1%
-70.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.5% | -0.4% |
| 7D | -5.1% | -8.0% | +2.9% | -2.1% |
| 30D | -22.5% | +2.1% | -24.6% | -23.2% |
| 3M | -5.0% | +8.2% | -13.2% | -8.1% |
| 6M | -21.5% | +28.9% | -50.4% | -29.1% |
| YTD | -23.0% | +54.1% | -77.2% | -35.1% |
| 1Y | -44.9% | +65.5% | -110.4% | -55.0% |
| 3Y | -50.0% | +117.3% | -167.3% | -63.9% |
| 5Y | -63.3% | +71.6% | -134.9% | -70.1% |
| All | -17.0% | +53.1% | -70.1% | -31.9% |
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 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