+883.3%
FTI vs RPRX
+86.5%
+796.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +1.9% |
| 7D | +4.3% | +3.3% | +1.0% | +3.6% |
| 30D | -4.7% | +17.9% | -22.6% | -8.2% |
| 3M | -13.5% | +19.2% | -32.8% | -17.0% |
| 6M | -8.7% | +31.7% | -40.4% | -14.7% |
| YTD | +49.0% | +82.5% | -33.5% | +27.5% |
| 1Y | +54.0% | +78.4% | -24.4% | +32.5% |
| 3Y | +211.6% | +177.0% | +34.7% | +132.1% |
| All | +883.3% | +86.5% | +796.8% | +782.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling