+48.5%
BB vs UTHR
+125.3%
-76.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +1.8% | +3.0% | -1.2% | +1.6% |
| 30D | -12.2% | -4.3% | -7.9% | -11.9% |
| 3M | -12.3% | -8.4% | -4.0% | -11.7% |
| 6M | +122.7% | -4.2% | +126.9% | +122.7% |
| YTD | +104.5% | +4.0% | +100.5% | +102.1% |
| 1Y | +106.7% | +25.5% | +81.2% | +98.3% |
| All | +48.5% | +125.3% | -76.8% | +23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling