+56.2%
RIG vs UTHR
+135.8%
-79.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -3.1% | +1.9% | -5.0% | -3.5% |
| 30D | -0.5% | -2.9% | +2.3% | 0.0% |
| 3M | -6.0% | -8.9% | +2.9% | -4.3% |
| 6M | -10.1% | -8.7% | -1.4% | -9.0% |
| YTD | +37.3% | +2.0% | +35.3% | +34.9% |
| 1Y | +73.9% | +22.8% | +51.1% | +63.4% |
| 3Y | -30.2% | +120.6% | -150.8% | -47.0% |
| All | +56.2% | +135.8% | -79.6% | +10.0% |
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