+248.9%
A vs UTHR
+310.6%
-61.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.8% |
| 7D | -4.4% | +3.0% | -7.4% | -4.9% |
| 30D | -2.7% | -4.3% | +1.6% | -1.9% |
| 3M | +7.0% | -8.4% | +15.4% | +8.7% |
| 6M | +24.6% | -4.2% | +28.8% | +25.0% |
| YTD | +7.0% | +4.0% | +3.0% | +5.3% |
| 1Y | +15.6% | +25.5% | -9.9% | +9.4% |
| 3Y | +29.9% | +125.1% | -95.2% | +4.7% |
| 5Y | -15.4% | +140.3% | -155.7% | -33.9% |
| 10Y | +248.9% | +322.5% | -73.6% | +120.9% |
| All | +248.9% | +310.6% | -61.7% | +120.9% |
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 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