+1,190.4%
FTI vs RPRX
+66.6%
+1,123.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +5.3% | +5.1% | +0.2% | +4.3% |
| 30D | +15.3% | +11.2% | +4.1% | +13.0% |
| 3M | +15.8% | +16.7% | -1.0% | +12.3% |
| 6M | +22.6% | +36.0% | -13.4% | +15.2% |
| YTD | +79.5% | +67.8% | +11.7% | +61.7% |
| 1Y | +102.0% | +76.7% | +25.3% | +79.6% |
| 3Y | +315.8% | +128.1% | +187.7% | +249.0% |
| 5Y | +1,129.5% | +82.9% | +1,046.6% | +986.3% |
| All | +1,190.4% | +66.6% | +1,123.8% | +1,010.1% |
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