+183.5%
BAC vs UTHR
+8,529.0%
-8,345.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.4% | +1.7% |
| 7D | +2.0% | -2.3% | +4.3% | +2.3% |
| 30D | -6.9% | +6.1% | -13.0% | -7.8% |
| 3M | -19.6% | +8.1% | -27.7% | -20.8% |
| 6M | -0.5% | +3.1% | -3.6% | -1.3% |
| YTD | -6.6% | +19.5% | -26.2% | -10.0% |
| 1Y | -3.0% | +29.7% | -32.7% | -7.6% |
| 3Y | +97.3% | +162.7% | -65.4% | +64.0% |
| 5Y | +21.9% | +192.8% | -170.9% | -1.4% |
| 10Y | +251.7% | +348.1% | -96.5% | +158.5% |
| All | +183.5% | +8,529.0% | -8,345.5% | +59.6% |
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