-57.6%
FSLY vs RPRX
+53.1%
-110.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +1.9% |
| 7D | +7.5% | -8.0% | +15.6% | +13.1% |
| 30D | -21.1% | +2.1% | -23.2% | -22.9% |
| 3M | +21.8% | +8.2% | +13.6% | +14.3% |
| 6M | -0.1% | +28.9% | -29.0% | -16.9% |
| YTD | +123.1% | +54.1% | +68.9% | +65.7% |
| 1Y | +208.6% | +65.5% | +143.0% | +115.7% |
| 3Y | -1.3% | +117.3% | -118.5% | -45.9% |
| 5Y | -48.4% | +71.6% | -120.0% | -64.0% |
| All | -57.6% | +53.1% | -110.7% | -68.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling