+331.9%
RCL vs UTHR
+364.7%
-32.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | +5.2% | -6.4% | -2.3% |
| 30D | +17.8% | +9.5% | +8.4% | +15.4% |
| 3M | +4.9% | +17.9% | -13.0% | +0.6% |
| 6M | +23.7% | +2.0% | +21.7% | +22.5% |
| YTD | +17.8% | +21.3% | -3.5% | +11.4% |
| 1Y | +28.9% | +27.9% | +1.0% | +20.5% |
| 3Y | +241.9% | +162.3% | +79.5% | +154.2% |
| 5Y | +295.4% | +190.7% | +104.7% | +176.4% |
| All | +331.9% | +364.7% | -32.8% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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