+484.0%
BLDR vs UTHR
+364.7%
+119.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.0% | +5.2% | -8.2% | -4.3% |
| 30D | +20.1% | +9.5% | +10.6% | +17.4% |
| 3M | -17.5% | +17.9% | -35.4% | -21.3% |
| 6M | -16.1% | +2.0% | -18.1% | -17.0% |
| YTD | -41.0% | +21.3% | -62.4% | -45.1% |
| 1Y | -41.6% | +27.9% | -69.5% | -46.5% |
| 3Y | -50.8% | +162.3% | -213.2% | -66.8% |
| 5Y | -10.8% | +190.7% | -201.5% | -44.9% |
| All | +484.0% | +364.7% | +119.3% | +157.7% |
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