-99.8%
BIYA vs UTHR
+61.9%
-161.7%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -1.3% | +2.8% | -4.1% | -2.2% |
| 30D | -15.9% | -2.3% | -13.7% | -15.4% |
| 3M | -81.2% | -7.4% | -73.8% | -80.7% |
| 6M | -88.2% | -6.0% | -82.3% | -88.0% |
| YTD | -94.1% | +3.4% | -97.5% | -94.3% |
| 1Y | -98.7% | +27.1% | -125.7% | -98.8% |
| All | -99.8% | +61.9% | -161.7% | -99.8% |
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