+356.1%
ALL vs UTHR
+308.5%
+47.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -2.7% |
| 7D | -1.7% | -2.9% | +1.2% | -1.3% |
| 30D | -4.7% | -7.6% | +2.9% | -3.5% |
| 3M | +18.4% | -8.6% | +26.9% | +20.0% |
| 6M | +20.5% | +4.1% | +16.4% | +19.2% |
| YTD | +23.5% | +2.2% | +21.3% | +22.3% |
| 1Y | +29.0% | +26.2% | +2.8% | +22.9% |
| 3Y | +153.7% | +121.2% | +32.5% | +112.1% |
| 5Y | +114.8% | +136.5% | -21.7% | +74.3% |
| 10Y | +356.1% | +300.1% | +56.0% | +204.8% |
| All | +356.1% | +308.5% | +47.6% | +204.8% |
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