-15.5%
FND vs RPRX
+81.2%
-96.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | -6.8% | +3.3% | -10.2% | -8.0% |
| 30D | +8.0% | +17.9% | -9.9% | +1.7% |
| 3M | -18.9% | +19.2% | -38.2% | -24.1% |
| 6M | +4.7% | +31.7% | -27.0% | -5.9% |
| YTD | -21.6% | +82.5% | -104.0% | -37.9% |
| 1Y | -22.0% | +78.4% | -100.5% | -37.8% |
| 3Y | -40.4% | +177.0% | -217.4% | -60.8% |
| 5Y | -63.8% | +86.5% | -150.3% | -71.7% |
| All | -15.5% | +81.2% | -96.7% | -34.8% |
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