-22.4%
BA vs UTHR
+195.4%
-217.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -0.6% | +4.9% | -5.4% | -1.1% |
| 30D | -8.0% | +9.2% | -17.2% | -9.0% |
| 3M | -25.8% | +15.9% | -41.7% | -27.2% |
| 6M | -27.6% | +2.0% | -29.6% | -27.8% |
| YTD | -21.0% | +21.8% | -42.8% | -23.4% |
| 1Y | -12.3% | +28.6% | -40.8% | -15.7% |
| 3Y | -12.8% | +166.2% | -179.0% | -28.9% |
| 5Y | -22.4% | +191.8% | -214.2% | -40.4% |
| All | -22.4% | +195.4% | -217.7% | -40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling