-63.0%
VFC vs RPRX
+79.7%
-142.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.4% |
| 7D | -1.4% | +2.1% | -3.5% | -2.2% |
| 30D | +24.6% | +21.9% | +2.7% | +15.2% |
| 3M | +38.4% | +16.9% | +21.5% | +29.8% |
| 6M | +15.3% | +34.5% | -19.3% | +1.8% |
| YTD | +12.7% | +80.9% | -68.2% | -12.1% |
| 1Y | +32.7% | +77.6% | -44.9% | +4.4% |
| 3Y | +43.7% | +173.5% | -129.8% | -4.3% |
| 5Y | -69.2% | +84.9% | -154.1% | -77.1% |
| All | -63.0% | +79.7% | -142.7% | -72.9% |
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