+12.9%
BLDR vs UTHR
+140.7%
-127.8%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.0% |
| 7D | -2.7% | +3.0% | -5.7% | -2.9% |
| 30D | -14.7% | -4.3% | -10.4% | -14.5% |
| 3M | -20.8% | -8.4% | -12.5% | -20.4% |
| 6M | -35.3% | -4.2% | -31.1% | -35.2% |
| YTD | -40.3% | +4.0% | -44.4% | -40.7% |
| 1Y | -56.3% | +25.5% | -81.8% | -57.4% |
| 3Y | -56.1% | +125.1% | -181.2% | -61.0% |
| 5Y | +12.9% | +140.3% | -127.4% | -3.2% |
| All | +12.9% | +140.7% | -127.8% | -3.2% |
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 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