+53.6%
BEN vs UTHR
+364.7%
-311.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | +6.8% | +5.2% | +1.6% | +5.8% |
| 30D | +18.0% | +9.5% | +8.5% | +16.0% |
| 3M | +7.5% | +17.9% | -10.5% | +3.8% |
| 6M | +14.7% | +2.0% | +12.7% | +13.9% |
| YTD | +56.1% | +21.3% | +34.8% | +49.0% |
| 1Y | +69.6% | +27.9% | +41.7% | +60.1% |
| 3Y | +87.7% | +162.3% | -74.7% | +45.2% |
| 5Y | +28.6% | +190.7% | -162.1% | -5.3% |
| All | +53.6% | +364.7% | -311.1% | -6.2% |
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