+9,985.3%
ROST vs UTHR
+8,658.1%
+1,327.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -2.0% | -2.3% |
| 7D | +0.3% | +5.2% | -4.9% | -0.3% |
| 30D | +0.5% | +9.5% | -9.0% | -0.5% |
| 3M | -5.2% | +17.9% | -23.2% | -7.1% |
| 6M | +9.8% | +2.0% | +7.8% | +9.4% |
| YTD | +29.4% | +21.3% | +8.1% | +26.0% |
| 1Y | +44.4% | +27.9% | +16.5% | +39.7% |
| 3Y | +95.0% | +162.3% | -67.3% | +71.6% |
| 5Y | +111.9% | +190.7% | -78.9% | +83.2% |
| 10Y | +301.2% | +365.5% | -64.3% | +223.0% |
| All | +9,985.3% | +8,658.1% | +1,327.2% | +6,107.9% |
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