+748.4%
ASX vs UTHR
+382.4%
+366.0%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.7% | +7.1% | +6.6% |
| 7D | -19.9% | -6.1% | -13.8% | -18.7% |
| 30D | -30.9% | +3.1% | -34.0% | -31.1% |
| 3M | -15.1% | +5.5% | -20.5% | -16.1% |
| 6M | -6.5% | -5.8% | -0.7% | -5.6% |
| YTD | +98.4% | +15.3% | +83.1% | +91.2% |
| 1Y | +107.9% | +23.8% | +84.1% | +97.1% |
| 3Y | +325.3% | +146.3% | +179.0% | +237.4% |
| 5Y | +447.3% | +177.8% | +269.5% | +312.3% |
| All | +748.4% | +382.4% | +366.0% | +448.4% |
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