+350.2%
RCL vs UTHR
+308.5%
+41.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | -0.5% | -2.9% | +2.4% | +0.2% |
| 30D | -17.3% | -7.6% | -9.8% | -15.9% |
| 3M | -2.8% | -8.6% | +5.8% | -0.9% |
| 6M | -4.4% | +4.1% | -8.5% | -5.7% |
| YTD | -4.2% | +2.2% | -6.4% | -5.4% |
| 1Y | -23.4% | +26.2% | -49.6% | -28.3% |
| 3Y | +179.4% | +121.2% | +58.2% | +116.8% |
| 5Y | +238.8% | +136.5% | +102.2% | +150.0% |
| 10Y | +350.2% | +300.1% | +50.1% | +150.1% |
| All | +350.2% | +308.5% | +41.6% | +150.1% |
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