+516.4%
BA vs UTHR
+8,281.0%
-7,764.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -7.0% | +4.5% | -1.7% |
| 7D | -0.1% | -4.7% | +4.6% | +0.5% |
| 30D | -9.1% | +4.4% | -13.6% | -9.6% |
| 3M | -28.2% | +9.0% | -37.2% | -29.1% |
| 6M | -23.1% | -1.1% | -22.0% | -23.3% |
| YTD | -20.6% | +16.1% | -36.7% | -22.6% |
| 1Y | -12.7% | +26.4% | -39.1% | -15.9% |
| 3Y | -11.6% | +152.1% | -163.6% | -23.2% |
| 5Y | -23.1% | +179.6% | -202.8% | -34.6% |
| 10Y | +34.4% | +395.6% | -361.3% | +4.8% |
| All | +516.4% | +8,281.0% | -7,764.6% | +208.6% |
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