+737.9%
BE vs UTHR
+375.8%
+362.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.2% | +11.8% | +12.7% |
| 7D | +4.5% | -2.1% | +6.6% | +5.4% |
| 30D | -20.1% | +8.3% | -28.4% | -21.5% |
| 3M | -0.8% | +15.5% | -16.4% | -4.6% |
| 6M | -26.2% | +4.5% | -30.7% | -27.3% |
| YTD | +141.1% | +22.2% | +118.8% | +126.7% |
| 1Y | +64.8% | +29.7% | +35.1% | +52.5% |
| 3Y | +1,887.4% | +167.3% | +1,720.1% | +1,254.3% |
| 5Y | +518.1% | +196.5% | +321.6% | +284.8% |
| All | +737.9% | +375.8% | +362.0% | +222.7% |
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