+267.4%
RTX vs UTHR
+364.7%
-97.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +4.8% | +5.2% | -0.4% | +4.0% |
| 30D | +6.5% | +9.5% | -3.0% | +5.0% |
| 3M | -9.6% | +17.9% | -27.6% | -12.1% |
| 6M | +12.3% | +2.0% | +10.3% | +11.7% |
| YTD | +9.5% | +21.3% | -11.9% | +5.3% |
| 1Y | +15.8% | +27.9% | -12.0% | +10.5% |
| 3Y | +157.0% | +162.3% | -5.3% | +108.3% |
| 5Y | +148.8% | +190.7% | -41.9% | +94.1% |
| All | +267.4% | +364.7% | -97.3% | +137.1% |
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