+977.1%
BE vs UTHR
+304.9%
+672.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.8% | -4.6% | -3.3% |
| 7D | +23.9% | +3.0% | +20.9% | +23.0% |
| 30D | +27.8% | -4.3% | +32.2% | +29.2% |
| 3M | +3.7% | -8.4% | +12.1% | +5.9% |
| 6M | +78.0% | -4.2% | +82.2% | +78.8% |
| YTD | +209.9% | +4.0% | +205.9% | +204.1% |
| 1Y | +389.6% | +25.5% | +364.1% | +356.2% |
| 3Y | +1,730.6% | +125.1% | +1,605.5% | +1,206.6% |
| 5Y | +1,227.8% | +140.3% | +1,087.5% | +782.6% |
| All | +977.1% | +304.9% | +672.2% | +332.8% |
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