-44.0%
RGEN vs UTHR
+140.7%
-184.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -2.4% |
| 7D | -4.6% | +3.0% | -7.6% | -5.1% |
| 30D | +1.2% | -4.3% | +5.5% | +1.9% |
| 3M | +26.8% | -8.4% | +35.2% | +28.6% |
| 6M | +29.1% | -4.2% | +33.3% | +29.4% |
| YTD | +0.7% | +4.0% | -3.3% | -0.8% |
| 1Y | +39.1% | +25.5% | +13.5% | +31.9% |
| 3Y | +2.2% | +125.1% | -122.9% | -15.1% |
| 5Y | -44.0% | +140.3% | -184.3% | -55.1% |
| All | -44.0% | +140.7% | -184.7% | -55.1% |
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 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