-0.1%
FTV vs RPRX
+77.0%
-77.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -1.3% | -4.0% | +2.7% | -0.2% |
| 30D | -9.5% | +4.9% | -14.5% | -10.8% |
| 3M | -10.9% | +9.4% | -20.3% | -13.3% |
| 6M | -0.6% | +33.3% | -33.9% | -8.7% |
| YTD | +1.4% | +59.0% | -57.5% | -11.5% |
| 1Y | +17.6% | +69.2% | -51.6% | +0.5% |
| 3Y | -3.3% | +124.1% | -127.3% | -24.8% |
| 5Y | -0.1% | +77.9% | -78.0% | -13.8% |
| All | -0.1% | +77.0% | -77.1% | -13.8% |
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