+30.1%
ROK vs UTHR
+190.6%
-160.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | +7.1% | +5.2% | +1.9% | +6.5% |
| 30D | -5.0% | +9.5% | -14.4% | -5.6% |
| 3M | -9.4% | +17.9% | -27.3% | -10.7% |
| 6M | -11.0% | +2.0% | -13.0% | -11.1% |
| YTD | +4.4% | +21.3% | -16.9% | +2.2% |
| 1Y | +7.4% | +27.9% | -20.5% | +4.5% |
| 3Y | +61.0% | +162.3% | -101.4% | +42.6% |
| All | +30.1% | +190.6% | -160.4% | +10.7% |
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