-61.8%
FND vs RPRX
+77.0%
-138.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.8% | -4.0% | +3.2% | +1.2% |
| 30D | -19.6% | +4.9% | -24.5% | -21.4% |
| 3M | -4.3% | +9.4% | -13.7% | -8.7% |
| 6M | -20.4% | +33.3% | -53.7% | -31.3% |
| YTD | -21.9% | +59.0% | -80.8% | -38.3% |
| 1Y | -45.2% | +69.2% | -114.4% | -58.3% |
| 3Y | -49.2% | +124.1% | -173.3% | -67.7% |
| 5Y | -61.8% | +77.9% | -139.7% | -69.6% |
| All | -61.8% | +77.0% | -138.8% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling