+151.0%
FOXA vs RPRX
+66.6%
+84.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -4.0% | +5.1% | -9.1% | -4.6% |
| 30D | +12.0% | +11.2% | +0.8% | +10.5% |
| 3M | +0.3% | +16.7% | -16.5% | -1.8% |
| 6M | +12.5% | +36.0% | -23.5% | +8.0% |
| YTD | -9.6% | +67.8% | -77.4% | -15.7% |
| 1Y | +8.6% | +76.7% | -68.1% | +0.5% |
| 3Y | +118.5% | +128.1% | -9.6% | +94.4% |
| 5Y | +88.8% | +82.9% | +5.9% | +73.8% |
| All | +151.0% | +66.6% | +84.4% | +131.6% |
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 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