+11.4%
FPS vs RPRX
+41.0%
-29.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -5.3% | +8.3% | +3.9% |
| 7D | +10.4% | -2.8% | +13.2% | +10.7% |
| 30D | -16.5% | +7.2% | -23.7% | -18.3% |
| 3M | -45.5% | +10.9% | -56.4% | -48.2% |
| 6M | +2.1% | +34.6% | -32.5% | -19.6% |
| All | +11.4% | +41.0% | -29.6% | -15.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling