-57.4%
BBWI vs UTHR
+310.6%
-367.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.8% | -8.1% | -6.7% |
| 7D | -4.4% | +3.0% | -7.4% | -5.2% |
| 30D | -7.4% | -4.3% | -3.1% | -6.6% |
| 3M | -2.2% | -8.4% | +6.1% | -0.4% |
| 6M | -16.3% | -4.2% | -12.1% | -15.8% |
| YTD | -9.1% | +4.0% | -13.2% | -10.9% |
| 1Y | -34.5% | +25.5% | -60.0% | -38.9% |
| 3Y | -47.0% | +125.1% | -172.1% | -59.8% |
| 5Y | -68.8% | +140.3% | -209.2% | -77.6% |
| 10Y | -57.4% | +322.5% | -379.8% | -77.9% |
| All | -57.4% | +310.6% | -367.9% | -77.9% |
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 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