+137.7%
BB vs UTHR
+7,123.9%
-6,986.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -5.6% | -5.4% | -0.2% | -4.4% |
| 30D | -11.8% | -6.0% | -5.7% | -10.5% |
| 3M | -25.5% | -11.0% | -14.6% | -23.6% |
| 6M | +121.3% | -0.5% | +121.8% | +119.9% |
| YTD | +103.2% | +0.1% | +103.1% | +100.8% |
| 1Y | +102.6% | +28.2% | +74.5% | +87.7% |
| 3Y | +37.5% | +113.8% | -76.3% | +9.0% |
| 5Y | -30.4% | +131.3% | -161.8% | -46.9% |
| 10Y | 0.0% | +296.7% | -296.7% | -37.3% |
| All | +137.7% | +7,123.9% | -6,986.2% | -11.1% |
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 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