-27.8%
BB vs UTHR
+140.7%
-168.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.8% |
| 7D | +1.8% | +3.0% | -1.2% | +1.4% |
| 30D | -12.2% | -4.3% | -7.9% | -11.7% |
| 3M | -12.3% | -8.4% | -4.0% | -11.4% |
| 6M | +122.7% | -4.2% | +126.9% | +123.0% |
| YTD | +104.5% | +4.0% | +100.5% | +101.5% |
| 1Y | +106.7% | +25.5% | +81.2% | +96.3% |
| 3Y | +70.0% | +125.1% | -55.2% | +38.8% |
| 5Y | -27.8% | +140.3% | -168.1% | -43.9% |
| All | -27.8% | +140.7% | -168.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling