-34.4%
BAX vs UTHR
+362.9%
-397.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.5% |
| 7D | -0.6% | -2.1% | +1.5% | -0.3% |
| 30D | +6.3% | +8.3% | -2.0% | +4.9% |
| 3M | -4.6% | +15.5% | -20.1% | -7.0% |
| 6M | +50.4% | +4.5% | +45.9% | +48.9% |
| YTD | +38.0% | +22.2% | +15.8% | +32.5% |
| 1Y | +44.6% | +29.7% | +14.9% | +37.5% |
| 3Y | -15.1% | +167.3% | -182.4% | -30.7% |
| 5Y | -63.3% | +196.5% | -259.8% | -71.0% |
| 10Y | -34.4% | +369.0% | -403.4% | -56.0% |
| All | -34.4% | +362.9% | -397.3% | -56.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling