+1,001.2%
RCL vs UTHR
+8,226.2%
-7,225.0%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.5% |
| 7D | +6.5% | -6.1% | +12.6% | +7.7% |
| 30D | +15.9% | +3.1% | +12.8% | +15.2% |
| 3M | +2.7% | +5.5% | -2.8% | +1.3% |
| 6M | +15.2% | -5.8% | +21.1% | +16.0% |
| YTD | +19.2% | +15.3% | +3.9% | +15.1% |
| 1Y | +31.6% | +23.8% | +7.8% | +25.5% |
| 3Y | +274.2% | +146.3% | +127.9% | +205.6% |
| 5Y | +250.1% | +177.8% | +72.3% | +175.6% |
| 10Y | +388.4% | +392.4% | -4.0% | +235.0% |
| All | +1,001.2% | +8,226.2% | -7,225.0% | +552.5% |
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