+96.0%
ROST vs UTHR
+125.3%
-29.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.5% | -1.9% |
| 7D | -2.2% | +3.0% | -5.2% | -2.4% |
| 30D | -11.4% | -4.3% | -7.1% | -11.2% |
| 3M | -1.6% | -8.4% | +6.7% | -1.1% |
| 6M | +6.8% | -4.2% | +11.0% | +7.1% |
| YTD | +25.8% | +4.0% | +21.8% | +25.2% |
| 1Y | +52.4% | +25.5% | +26.9% | +49.3% |
| All | +96.0% | +125.3% | -29.3% | +84.7% |
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