+1,034.2%
RCL vs UTHR
+8,529.0%
-7,494.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +2.3% |
| 7D | +5.0% | -2.3% | +7.2% | +5.4% |
| 30D | +19.4% | +6.1% | +13.3% | +18.1% |
| 3M | +5.9% | +8.1% | -2.2% | +4.1% |
| 6M | +23.8% | +3.1% | +20.7% | +22.5% |
| YTD | +22.8% | +19.5% | +3.3% | +17.8% |
| 1Y | +34.3% | +29.7% | +4.5% | +27.0% |
| 3Y | +276.4% | +162.7% | +113.7% | +203.8% |
| 5Y | +281.6% | +192.8% | +88.8% | +197.5% |
| 10Y | +379.0% | +348.1% | +30.9% | +233.9% |
| All | +1,034.2% | +8,529.0% | -7,494.8% | +567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling