-11.1%
FND vs RPRX
+66.6%
-77.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -5.2% | +5.1% | -10.3% | -7.0% |
| 30D | -19.9% | +11.2% | -31.1% | -23.1% |
| 3M | +2.7% | +16.7% | -14.0% | -3.3% |
| 6M | -21.7% | +36.0% | -57.7% | -30.6% |
| YTD | -17.5% | +67.8% | -85.3% | -32.7% |
| 1Y | -39.3% | +76.7% | -116.0% | -51.6% |
| 3Y | -49.8% | +128.1% | -177.9% | -64.4% |
| 5Y | -60.1% | +82.9% | -143.0% | -68.4% |
| All | -11.1% | +66.6% | -77.7% | -29.2% |
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