-99.9%
BIYA vs UTHR
+90.0%
-189.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +9.0% | +5.2% | +3.8% | +7.3% |
| 30D | -12.9% | +9.5% | -22.4% | -15.3% |
| 3M | -54.7% | +17.9% | -72.6% | -57.1% |
| 6M | -85.1% | +2.0% | -87.1% | -85.1% |
| YTD | -96.9% | +21.3% | -118.2% | -97.1% |
| 1Y | -98.5% | +27.9% | -126.4% | -98.7% |
| All | -99.9% | +90.0% | -189.9% | -99.9% |
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