+139.4%
BAC vs UTHR
+118.3%
+21.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | 0.0% |
| 7D | +1.1% | -5.4% | +6.5% | +1.6% |
| 30D | -0.4% | -6.0% | +5.7% | +0.1% |
| 3M | +16.9% | -11.0% | +27.9% | +18.0% |
| 6M | +26.6% | -0.5% | +27.1% | +26.4% |
| YTD | +15.8% | +0.1% | +15.7% | +15.4% |
| 1Y | +27.2% | +28.2% | -1.0% | +23.8% |
| All | +139.4% | +118.3% | +21.2% | +111.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling