-55.9%
BLDR vs UTHR
+121.3%
-177.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.0% |
| 7D | -0.3% | -2.9% | +2.5% | -0.2% |
| 30D | -16.2% | -7.6% | -8.6% | -16.0% |
| 3M | -14.4% | -8.6% | -5.8% | -14.1% |
| 6M | -32.8% | +4.1% | -36.9% | -32.9% |
| YTD | -39.2% | +2.2% | -41.4% | -39.3% |
| 1Y | -57.7% | +26.2% | -83.9% | -58.4% |
| All | -55.9% | +121.3% | -177.2% | -59.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling