+16.8%
A vs UTHR
+190.4%
-173.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.6% |
| 7D | +4.8% | -2.3% | +7.0% | +5.1% |
| 30D | +5.6% | +6.1% | -0.4% | +4.8% |
| 3M | +23.6% | +8.1% | +15.5% | +22.1% |
| 6M | +56.4% | +3.1% | +53.3% | +55.4% |
| YTD | +33.4% | +19.5% | +13.9% | +29.1% |
| 1Y | +23.7% | +29.7% | -6.0% | +18.3% |
| 3Y | +71.0% | +162.7% | -91.7% | +38.6% |
| 5Y | +16.8% | +192.8% | -176.0% | -8.1% |
| All | +16.8% | +190.4% | -173.5% | -8.1% |
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