+373.9%
RY vs UTHR
+308.5%
+65.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.0% |
| 7D | +2.7% | -2.9% | +5.6% | +3.1% |
| 30D | -1.0% | -7.6% | +6.6% | 0.0% |
| 3M | +7.6% | -8.6% | +16.2% | +8.8% |
| 6M | +29.5% | +4.1% | +25.3% | +28.2% |
| YTD | +24.2% | +2.2% | +22.0% | +23.1% |
| 1Y | +46.4% | +26.2% | +20.2% | +40.6% |
| 3Y | +159.4% | +121.2% | +38.2% | +122.7% |
| 5Y | +141.8% | +136.5% | +5.3% | +102.1% |
| 10Y | +373.9% | +300.1% | +73.8% | +235.0% |
| All | +373.9% | +308.5% | +65.4% | +235.0% |
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