+54.3%
AR vs UTHR
+364.7%
-310.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | +7.4% | +5.2% | +2.2% | +5.9% |
| 30D | +5.8% | +9.5% | -3.7% | +3.0% |
| 3M | +5.2% | +17.9% | -12.7% | -0.3% |
| 6M | +5.4% | +2.0% | +3.4% | +4.0% |
| YTD | +12.4% | +21.3% | -8.9% | +3.9% |
| 1Y | +12.8% | +27.9% | -15.1% | +2.6% |
| 3Y | +47.2% | +162.3% | -115.2% | -1.7% |
| 5Y | +101.1% | +190.7% | -89.6% | +24.5% |
| All | +54.3% | +364.7% | -310.3% | -28.1% |
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 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