+73.9%
BA vs UTHR
+299.3%
-225.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +1.2% | -5.4% | +6.6% | +2.4% |
| 30D | -11.6% | -6.0% | -5.6% | -10.5% |
| 3M | -2.4% | -11.0% | +8.6% | +0.1% |
| 6M | -6.6% | -0.5% | -6.1% | -7.3% |
| YTD | -2.2% | +0.1% | -2.3% | -3.5% |
| 1Y | -8.0% | +28.2% | -36.2% | -15.0% |
| 3Y | -5.0% | +113.8% | -118.8% | -27.0% |
| 5Y | -2.7% | +131.3% | -134.0% | -28.8% |
| All | +73.9% | +299.3% | -225.4% | -5.7% |
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