+246.2%
B vs UTHR
+8,226.2%
-7,980.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +9.6% | -6.1% | +15.7% | +9.8% |
| 30D | +3.5% | +3.1% | +0.4% | +3.4% |
| 3M | -1.6% | +5.5% | -7.0% | -1.8% |
| 6M | -1.7% | -5.8% | +4.2% | -1.5% |
| YTD | -5.3% | +15.3% | -20.7% | -5.9% |
| 1Y | +27.2% | +23.8% | +3.4% | +26.1% |
| 3Y | +166.1% | +146.3% | +19.8% | +157.0% |
| 5Y | +136.5% | +177.8% | -41.3% | +127.0% |
| 10Y | +172.2% | +392.4% | -220.2% | +155.5% |
| All | +246.2% | +8,226.2% | -7,980.0% | +261.4% |
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 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