+534.0%
RMBS vs UTHR
+364.7%
+169.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +10.3% | +5.2% | +5.1% | +9.2% |
| 30D | -10.7% | +9.5% | -20.2% | -12.2% |
| 3M | -17.2% | +17.9% | -35.1% | -20.2% |
| 6M | -39.0% | +2.0% | -41.0% | -39.4% |
| YTD | -10.5% | +21.3% | -31.8% | -15.3% |
| 1Y | -11.0% | +27.9% | -38.9% | -16.8% |
| 3Y | +31.3% | +162.3% | -131.0% | -0.7% |
| 5Y | +242.8% | +190.7% | +52.0% | +145.5% |
| All | +534.0% | +364.7% | +169.3% | +261.9% |
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