+103.5%
RIO vs UTHR
+140.7%
-37.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.3% |
| 7D | +1.0% | +3.0% | -2.0% | +0.7% |
| 30D | +4.0% | -4.3% | +8.3% | +4.5% |
| 3M | +4.5% | -8.4% | +12.9% | +5.4% |
| 6M | +17.3% | -4.2% | +21.6% | +17.8% |
| YTD | +36.2% | +4.0% | +32.2% | +35.5% |
| 1Y | +76.1% | +25.5% | +50.6% | +72.2% |
| 3Y | +102.5% | +125.1% | -22.6% | +80.5% |
| 5Y | +103.5% | +140.3% | -36.8% | +76.7% |
| All | +103.5% | +140.7% | -37.2% | +76.7% |
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