+177.2%
BAC vs UTHR
+8,226.2%
-8,049.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.2% | -6.1% | +4.9% | -0.2% |
| 30D | -7.7% | +3.1% | -10.8% | -8.1% |
| 3M | -21.2% | +5.5% | -26.6% | -22.1% |
| 6M | -6.8% | -5.8% | -1.0% | -6.4% |
| YTD | -8.7% | +15.3% | -24.0% | -11.5% |
| 1Y | -5.3% | +23.8% | -29.1% | -9.2% |
| 3Y | +87.4% | +146.3% | -58.9% | +57.4% |
| 5Y | +18.9% | +177.8% | -158.9% | -3.0% |
| 10Y | +273.3% | +392.4% | -119.1% | +171.0% |
| All | +177.2% | +8,226.2% | -8,049.0% | +56.9% |
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