+52.3%
ROK vs UTHR
+125.3%
-73.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.8% |
| 7D | +0.2% | +3.0% | -2.8% | -0.1% |
| 30D | -1.8% | -4.3% | +2.5% | -1.5% |
| 3M | -7.2% | -8.4% | +1.2% | -6.6% |
| 6M | +14.2% | -4.2% | +18.4% | +14.4% |
| YTD | +10.6% | +4.0% | +6.6% | +9.8% |
| 1Y | +25.9% | +25.5% | +0.4% | +22.7% |
| All | +52.3% | +125.3% | -73.0% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling