-27.6%
AR vs UTHR
+622.5%
-650.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.7% | -0.4% | +3.2% |
| 7D | -5.8% | -2.1% | -3.6% | -5.3% |
| 30D | +4.8% | +7.2% | -2.4% | +3.1% |
| 3M | +1.5% | +11.1% | -9.6% | -1.5% |
| 6M | +4.7% | +4.2% | +0.5% | +3.0% |
| YTD | +9.2% | +20.8% | -11.6% | +2.6% |
| 1Y | +11.2% | +29.7% | -18.5% | +2.6% |
| 3Y | +46.2% | +164.1% | -117.9% | +7.4% |
| 5Y | +98.1% | +190.7% | -92.6% | +38.7% |
| 10Y | +54.5% | +355.4% | -300.9% | -10.2% |
| All | -27.6% | +622.5% | -650.1% | -57.3% |
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 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