-76.7%
VFC vs RPRX
+53.1%
-129.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.5% | -0.4% |
| 7D | -3.3% | -8.0% | +4.7% | -0.1% |
| 30D | -14.0% | +2.1% | -16.1% | -14.9% |
| 3M | -22.6% | +8.2% | -30.7% | -25.2% |
| 6M | -24.7% | +28.9% | -53.6% | -32.5% |
| YTD | -29.0% | +54.1% | -83.1% | -40.9% |
| 1Y | -13.8% | +65.5% | -79.3% | -30.3% |
| 3Y | -28.2% | +117.3% | -145.5% | -48.0% |
| 5Y | -79.0% | +71.6% | -150.6% | -83.6% |
| All | -76.7% | +53.1% | -129.7% | -81.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling