+1,133.9%
FTI vs RPRX
+52.7%
+1,081.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | -8.4% | +4.0% | -2.8% |
| 30D | +1.5% | -0.6% | +2.1% | +1.6% |
| 3M | +8.2% | +6.4% | +1.8% | +6.8% |
| 6M | +18.8% | +26.6% | -7.8% | +13.1% |
| YTD | +71.7% | +53.8% | +17.9% | +57.1% |
| 1Y | +90.0% | +62.8% | +27.3% | +71.6% |
| 3Y | +270.5% | +118.0% | +152.5% | +213.2% |
| 5Y | +1,084.5% | +71.2% | +1,013.3% | +960.5% |
| All | +1,133.9% | +52.7% | +1,081.2% | +979.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling