+125.1%
RY vs UTHR
+190.6%
-65.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +0.6% | +5.2% | -4.6% | +0.2% |
| 30D | +5.0% | +9.5% | -4.4% | +4.3% |
| 3M | -5.3% | +17.9% | -23.2% | -6.6% |
| 6M | +13.8% | +2.0% | +11.8% | +13.6% |
| YTD | +21.0% | +21.3% | -0.4% | +18.7% |
| 1Y | +40.5% | +27.9% | +12.6% | +37.2% |
| 3Y | +159.7% | +162.3% | -2.7% | +128.8% |
| All | +125.1% | +190.6% | -65.5% | +91.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling