+18.0%
BAC vs UTHR
+179.7%
-161.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.2% | -6.1% | +4.9% | -0.4% |
| 30D | -7.7% | +3.1% | -10.8% | -8.0% |
| 3M | -21.2% | +5.5% | -26.6% | -21.8% |
| 6M | -6.8% | -5.8% | -1.0% | -6.3% |
| YTD | -8.7% | +15.3% | -24.0% | -10.9% |
| 1Y | -5.3% | +23.8% | -29.1% | -8.5% |
| 3Y | +87.4% | +146.3% | -58.9% | +56.0% |
| All | +18.0% | +179.7% | -161.7% | -7.2% |
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 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