+26.8%
BA vs UTHR
+362.9%
-336.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | -1.4% | -2.1% | +0.7% | -1.0% |
| 30D | -7.9% | +8.3% | -16.2% | -9.6% |
| 3M | -25.2% | +15.5% | -40.7% | -27.9% |
| 6M | -26.7% | +4.5% | -31.3% | -27.8% |
| YTD | -19.6% | +22.2% | -41.9% | -24.4% |
| 1Y | -10.6% | +29.7% | -40.3% | -17.2% |
| 3Y | -11.2% | +167.3% | -178.5% | -35.4% |
| 5Y | -20.4% | +196.5% | -216.9% | -45.3% |
| 10Y | +26.8% | +369.0% | -342.3% | -32.2% |
| All | +26.8% | +362.9% | -336.2% | -32.2% |
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