+193.4%
B vs UTHR
+308.5%
-115.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.6% |
| 7D | +2.3% | -2.9% | +5.2% | +2.6% |
| 30D | +1.4% | -7.6% | +8.9% | +2.1% |
| 3M | +12.2% | -8.6% | +20.8% | +13.1% |
| 6M | -2.1% | +4.1% | -6.3% | -2.6% |
| YTD | +2.9% | +2.2% | +0.7% | +2.5% |
| 1Y | +55.3% | +26.2% | +29.1% | +51.9% |
| 3Y | +198.7% | +121.2% | +77.5% | +176.1% |
| 5Y | +153.8% | +136.5% | +17.2% | +131.3% |
| 10Y | +193.4% | +300.1% | -106.7% | +157.2% |
| All | +193.4% | +308.5% | -115.1% | +157.2% |
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