+358.7%
RY vs UTHR
+382.4%
-23.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.2% |
| 7D | -0.9% | -6.1% | +5.2% | -0.1% |
| 30D | +5.9% | +3.1% | +2.7% | +5.4% |
| 3M | -4.3% | +5.5% | -9.7% | -5.2% |
| 6M | +12.1% | -5.8% | +17.9% | +12.7% |
| YTD | +20.3% | +15.3% | +4.9% | +17.1% |
| 1Y | +41.0% | +23.8% | +17.2% | +36.0% |
| 3Y | +157.5% | +146.3% | +11.2% | +117.7% |
| 5Y | +123.2% | +177.8% | -54.6% | +81.9% |
| All | +358.7% | +382.4% | -23.7% | +220.4% |
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