-24.2%
AR vs UTHR
+498.5%
-522.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.5% | -5.4% | +7.9% | +3.8% |
| 30D | +14.8% | -6.0% | +20.8% | +16.4% |
| 3M | +6.2% | -11.0% | +17.2% | +9.0% |
| 6M | +4.3% | -0.5% | +4.8% | +3.4% |
| YTD | +14.4% | +0.1% | +14.3% | +12.8% |
| 1Y | +21.3% | +28.2% | -6.8% | +12.1% |
| 3Y | +39.8% | +113.8% | -74.0% | +8.3% |
| 5Y | +142.1% | +131.3% | +10.8% | +79.7% |
| 10Y | +52.0% | +296.7% | -244.7% | -7.9% |
| All | -24.2% | +498.5% | -522.7% | -53.0% |
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