+120.2%
BKR vs UTHR
+313.7%
-193.5%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -7.0% | +1.9% | -8.9% | -7.4% |
| 30D | -8.1% | -2.9% | -5.3% | -7.6% |
| 3M | -6.6% | -8.9% | +2.2% | -5.0% |
| 6M | +0.9% | -8.7% | +9.6% | +2.2% |
| YTD | +31.1% | +2.0% | +29.1% | +29.2% |
| 1Y | +27.7% | +22.8% | +4.9% | +20.6% |
| 3Y | +71.2% | +120.6% | -49.4% | +35.6% |
| 5Y | +177.6% | +136.4% | +41.2% | +110.7% |
| All | +120.2% | +313.7% | -193.5% | +29.2% |
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