+162.3%
UTHR vs RJF
+76.6%
+85.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +5.2% | +3.6% | +1.6% | +4.5% |
| 30D | +9.5% | +7.2% | +2.2% | +8.2% |
| 3M | +17.9% | -6.5% | +24.4% | +19.2% |
| 6M | +2.0% | +10.3% | -8.3% | -0.2% |
| YTD | +21.3% | +6.5% | +14.8% | +19.0% |
| 1Y | +27.9% | +6.1% | +21.8% | +25.4% |
| 3Y | +162.3% | +74.9% | +87.5% | +125.8% |
| All | +162.3% | +76.6% | +85.7% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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