+260.8%
B vs UTHR
+8,529.0%
-8,268.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.6% | +0.6% | +4.1% |
| 7D | +11.3% | -2.3% | +13.6% | +11.4% |
| 30D | +2.9% | +6.1% | -3.1% | +2.7% |
| 3M | -2.9% | +8.1% | -11.0% | -3.2% |
| 6M | -1.2% | +3.1% | -4.3% | -1.4% |
| YTD | -1.3% | +19.5% | -20.9% | -2.1% |
| 1Y | +30.4% | +29.7% | +0.7% | +29.0% |
| 3Y | +195.3% | +162.7% | +32.6% | +184.6% |
| 5Y | +146.2% | +192.8% | -46.6% | +135.9% |
| 10Y | +200.5% | +348.1% | -147.6% | +182.5% |
| All | +260.8% | +8,529.0% | -8,268.2% | +276.1% |
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