+261.1%
RCL vs UTHR
+179.7%
+81.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +6.5% | -6.1% | +12.6% | +7.4% |
| 30D | +15.9% | +3.1% | +12.8% | +15.4% |
| 3M | +2.7% | +5.5% | -2.8% | +1.8% |
| 6M | +15.2% | -5.8% | +21.1% | +15.9% |
| YTD | +19.2% | +15.3% | +3.9% | +16.6% |
| 1Y | +31.6% | +23.8% | +7.8% | +27.6% |
| 3Y | +274.2% | +146.3% | +127.9% | +224.4% |
| All | +261.1% | +179.7% | +81.4% | +190.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling