+312.1%
ROST vs UTHR
+313.7%
-1.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.3% | +3.7% | +2.6% |
| 7D | +0.2% | +1.9% | -1.7% | -0.2% |
| 30D | -6.9% | -2.9% | -4.0% | -6.5% |
| 3M | -3.3% | -8.9% | +5.5% | -1.8% |
| 6M | +9.0% | -8.7% | +17.8% | +10.5% |
| YTD | +28.9% | +2.0% | +26.8% | +27.2% |
| 1Y | +54.0% | +22.8% | +31.2% | +45.9% |
| 3Y | +100.7% | +120.6% | -19.9% | +60.6% |
| 5Y | +116.0% | +136.4% | -20.4% | +66.4% |
| All | +312.1% | +313.7% | -1.6% | +155.8% |
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