-38.3%
BAX vs UTHR
+319.3%
-357.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -5.4% | +2.8% | -8.2% | -5.9% |
| 30D | -12.4% | -2.3% | -10.1% | -12.1% |
| 3M | +19.1% | -7.4% | +26.5% | +20.4% |
| 6M | +38.6% | -6.0% | +44.6% | +39.5% |
| YTD | +26.7% | +3.4% | +23.3% | +25.3% |
| 1Y | +1.0% | +27.1% | -26.0% | -3.6% |
| 3Y | -33.9% | +123.8% | -157.7% | -44.2% |
| 5Y | -67.0% | +139.6% | -206.7% | -72.9% |
| All | -38.3% | +319.3% | -357.7% | -56.1% |
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