+349.4%
RY vs UTHR
+366.4%
-17.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -0.5% | +4.9% | -5.4% | -1.2% |
| 30D | +4.7% | +9.2% | -4.4% | +3.6% |
| 3M | -4.5% | +15.9% | -20.4% | -6.5% |
| 6M | +12.5% | +2.0% | +10.6% | +12.0% |
| YTD | +21.1% | +21.8% | -0.6% | +17.2% |
| 1Y | +38.6% | +28.6% | +10.1% | +33.1% |
| 3Y | +160.2% | +166.2% | -6.1% | +117.4% |
| 5Y | +124.7% | +191.8% | -67.1% | +81.9% |
| All | +349.4% | +366.4% | -17.0% | +213.1% |
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