+137.1%
UTHR vs RJF
+104.0%
+33.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +1.9% | -2.7% | +4.7% | +2.4% |
| 30D | -2.9% | -4.3% | +1.4% | -2.1% |
| 3M | -8.9% | +15.7% | -24.6% | -11.5% |
| 6M | -8.7% | +17.8% | -26.5% | -11.7% |
| YTD | +2.0% | +9.2% | -7.1% | -0.2% |
| 1Y | +22.8% | +2.8% | +20.0% | +21.3% |
| 3Y | +120.6% | +69.5% | +51.2% | +95.4% |
| All | +137.1% | +104.0% | +33.1% | +99.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling