+376.5%
BLDR vs UTHR
+313.7%
+62.8%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.7% |
| 7D | -8.2% | +1.9% | -10.2% | -8.8% |
| 30D | -16.6% | -2.9% | -13.8% | -16.1% |
| 3M | -23.2% | -8.9% | -14.3% | -21.6% |
| 6M | -33.7% | -8.7% | -25.0% | -32.6% |
| YTD | -41.3% | +2.0% | -43.3% | -42.6% |
| 1Y | -58.8% | +22.8% | -81.6% | -62.0% |
| 3Y | -57.5% | +120.6% | -178.1% | -69.7% |
| 5Y | +12.9% | +136.4% | -123.5% | -25.3% |
| All | +376.5% | +313.7% | +62.8% | +120.9% |
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