+11.6%
TROW vs UTHR
+121.0%
-109.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.2% | -1.1% |
| 7D | -3.2% | +1.9% | -5.1% | -3.4% |
| 30D | -4.6% | -2.9% | -1.7% | -4.4% |
| 3M | -0.7% | -8.9% | +8.2% | +0.2% |
| 6M | +22.2% | -8.7% | +30.9% | +23.1% |
| YTD | +6.6% | +2.0% | +4.6% | +6.2% |
| 1Y | +5.8% | +22.8% | -17.0% | +3.6% |
| 3Y | +11.6% | +120.6% | -109.0% | +0.9% |
| All | +11.6% | +121.0% | -109.4% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling