+287.7%
RNG vs UTHR
+532.7%
-244.9%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.1% | -6.5% | -4.8% |
| 7D | -0.8% | -2.9% | +2.1% | -0.3% |
| 30D | +11.4% | -7.6% | +19.0% | +13.0% |
| 3M | +72.1% | -8.6% | +80.7% | +74.9% |
| 6M | +67.9% | +4.1% | +63.8% | +65.1% |
| YTD | +144.3% | +2.2% | +142.1% | +139.7% |
| 1Y | +117.5% | +26.2% | +91.3% | +102.5% |
| 3Y | +123.9% | +121.2% | +2.7% | +75.8% |
| 5Y | -70.1% | +136.5% | -206.6% | -77.3% |
| 10Y | +215.9% | +300.1% | -84.2% | +96.2% |
| All | +287.7% | +532.7% | -244.9% | +122.1% |
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 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