+558.9%
RMBS vs UTHR
+313.7%
+245.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +1.8% | +1.9% | -0.2% | +1.3% |
| 30D | -13.9% | -2.9% | -11.0% | -13.4% |
| 3M | -39.8% | -8.9% | -30.9% | -38.8% |
| 6M | -6.0% | -8.7% | +2.7% | -4.9% |
| YTD | -5.4% | +2.0% | -7.4% | -7.0% |
| 1Y | -1.8% | +22.8% | -24.6% | -7.8% |
| 3Y | +53.7% | +120.6% | -67.0% | +20.6% |
| 5Y | +268.5% | +136.4% | +132.1% | +176.8% |
| All | +558.9% | +313.7% | +245.2% | +286.1% |
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 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