+402.8%
RGEN vs UTHR
+319.3%
+83.5%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.9% | +2.8% | -5.7% | -3.6% |
| 30D | -0.1% | -2.3% | +2.2% | +0.4% |
| 3M | +25.9% | -7.4% | +33.3% | +28.2% |
| 6M | +35.2% | -6.0% | +41.2% | +36.5% |
| YTD | +0.5% | +3.4% | -2.9% | -1.6% |
| 1Y | +37.0% | +27.1% | +9.9% | +26.5% |
| 3Y | +2.0% | +123.8% | -121.8% | -23.0% |
| 5Y | -44.2% | +139.6% | -183.8% | -59.8% |
| All | +402.8% | +319.3% | +83.5% | +158.1% |
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