+476.0%
A vs UTHR
+2,535.7%
-2,059.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | -1.9% | -5.4% | +3.5% | -0.9% |
| 30D | +6.9% | -6.0% | +13.0% | +8.1% |
| 3M | +9.2% | -11.0% | +20.2% | +11.6% |
| 6M | +25.7% | -0.5% | +26.2% | +25.1% |
| YTD | +11.5% | +0.1% | +11.5% | +10.7% |
| 1Y | +18.4% | +28.2% | -9.8% | +11.6% |
| 3Y | +26.6% | +113.8% | -87.2% | +4.8% |
| 5Y | -12.8% | +131.3% | -144.1% | -29.9% |
| 10Y | +247.2% | +296.7% | -49.5% | +139.1% |
| All | +476.0% | +2,535.7% | -2,059.7% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling