+368.4%
ALL vs UTHR
+349.3%
+19.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.7% |
| 7D | -0.1% | -2.1% | +2.0% | +0.1% |
| 30D | +13.8% | +7.2% | +6.6% | +12.5% |
| 3M | -2.8% | +11.1% | -13.9% | -4.7% |
| 6M | +23.7% | +4.2% | +19.5% | +22.4% |
| YTD | +27.3% | +20.8% | +6.5% | +22.3% |
| 1Y | +30.5% | +29.7% | +0.9% | +23.9% |
| 3Y | +113.0% | +164.1% | -51.1% | +72.3% |
| 5Y | +157.6% | +190.7% | -33.1% | +100.9% |
| 10Y | +368.4% | +355.4% | +13.0% | +199.3% |
| All | +368.4% | +349.3% | +19.1% | +199.3% |
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