+470.7%
FTNT vs RPRX
+52.7%
+418.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -0.1% | -8.4% | +8.2% | +2.3% |
| 30D | -3.0% | -0.6% | -2.3% | -3.0% |
| 3M | +7.6% | +6.4% | +1.2% | +5.0% |
| 6M | +87.0% | +26.6% | +60.4% | +72.5% |
| YTD | +96.5% | +53.8% | +42.8% | +69.9% |
| 1Y | +92.9% | +62.8% | +30.1% | +63.0% |
| 3Y | +139.8% | +118.0% | +21.8% | +79.8% |
| 5Y | +151.3% | +71.2% | +80.1% | +110.1% |
| All | +470.7% | +52.7% | +418.0% | +379.9% |
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