+363.6%
BLDR vs UTHR
+2,381.9%
-2,018.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.4% |
| 7D | -10.3% | -2.1% | -8.2% | -9.6% |
| 30D | +19.6% | +8.3% | +11.3% | +16.3% |
| 3M | -17.0% | +15.5% | -32.5% | -21.8% |
| 6M | -16.7% | +4.5% | -21.3% | -18.9% |
| YTD | -39.4% | +22.2% | -61.7% | -45.3% |
| 1Y | -41.7% | +29.7% | -71.4% | -48.6% |
| 3Y | -49.9% | +167.3% | -217.2% | -69.4% |
| 5Y | -7.6% | +196.5% | -204.1% | -48.4% |
| 10Y | +502.3% | +369.0% | +133.3% | +153.9% |
| All | +363.6% | +2,381.9% | -2,018.4% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling