-77.3%
RIG vs UTHR
+7,277.3%
-7,354.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.7% | -1.9% |
| 7D | -2.7% | -2.9% | +0.2% | -2.2% |
| 30D | +9.5% | -7.6% | +17.1% | +11.0% |
| 3M | -6.6% | -8.6% | +1.9% | -5.2% |
| 6M | -2.9% | +4.1% | -7.0% | -4.2% |
| YTD | +39.5% | +2.2% | +37.3% | +37.5% |
| 1Y | +82.3% | +26.2% | +56.1% | +72.4% |
| 3Y | -29.6% | +121.2% | -150.8% | -41.7% |
| 5Y | +63.2% | +136.5% | -73.4% | +32.2% |
| 10Y | -45.0% | +300.1% | -345.1% | -60.4% |
| All | -77.3% | +7,277.3% | -7,354.7% | -89.3% |
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