+39.4%
BEN vs UTHR
+140.7%
-101.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.7% |
| 7D | +3.4% | +3.0% | +0.4% | +3.0% |
| 30D | +1.8% | -4.3% | +6.1% | +2.3% |
| 3M | +8.4% | -8.4% | +16.7% | +9.5% |
| 6M | +35.6% | -4.2% | +39.9% | +36.2% |
| YTD | +46.4% | +4.0% | +42.3% | +45.1% |
| 1Y | +46.3% | +25.5% | +20.8% | +41.3% |
| 3Y | +54.6% | +125.1% | -70.5% | +30.0% |
| 5Y | +39.4% | +140.3% | -100.9% | +11.3% |
| All | +39.4% | +140.7% | -101.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling