+668.0%
BE vs UTHR
+372.3%
+295.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.6% | -4.8% |
| 7D | +10.8% | +5.2% | +5.6% | +9.5% |
| 30D | -19.8% | +9.5% | -29.3% | -21.3% |
| 3M | -18.7% | +17.9% | -36.7% | -22.2% |
| 6M | -33.7% | +2.0% | -35.7% | -34.2% |
| YTD | +121.0% | +21.3% | +99.6% | +108.2% |
| 1Y | +85.4% | +27.9% | +57.5% | +72.2% |
| 3Y | +1,709.5% | +162.3% | +1,547.2% | +1,141.2% |
| 5Y | +462.2% | +190.7% | +271.5% | +252.8% |
| All | +668.0% | +372.3% | +295.7% | +196.3% |
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