-99.8%
BIYA vs UTHR
+60.0%
-159.8%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.7% |
| 7D | +2.7% | -2.9% | +5.6% | +3.7% |
| 30D | -18.7% | -7.6% | -11.1% | -16.6% |
| 3M | -72.0% | -8.6% | -63.5% | -71.2% |
| 6M | -86.4% | +4.1% | -90.5% | -86.7% |
| YTD | -94.2% | +2.2% | -96.4% | -94.3% |
| 1Y | -98.4% | +26.2% | -124.6% | -98.6% |
| All | -99.8% | +60.0% | -159.8% | -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 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