+283.9%
RTX vs UTHR
+310.6%
-26.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.9% |
| 7D | -1.6% | +3.0% | -4.6% | -2.1% |
| 30D | -11.6% | -4.3% | -7.3% | -11.0% |
| 3M | +9.2% | -8.4% | +17.5% | +10.6% |
| 6M | -4.4% | -4.2% | -0.2% | -4.0% |
| YTD | +8.9% | +4.0% | +4.9% | +7.6% |
| 1Y | +32.1% | +25.5% | +6.6% | +26.2% |
| 3Y | +151.2% | +125.1% | +26.1% | +109.1% |
| 5Y | +162.9% | +140.3% | +22.6% | +112.4% |
| 10Y | +283.9% | +322.5% | -38.6% | +148.1% |
| All | +283.9% | +310.6% | -26.6% | +148.1% |
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