+65.9%
BLK vs UTHR
+121.0%
-55.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +3.0% | +1.7% |
| 7D | -3.3% | +1.9% | -5.3% | -3.4% |
| 30D | -6.5% | -2.9% | -3.7% | -6.4% |
| 3M | +6.7% | -8.9% | +15.6% | +7.4% |
| 6M | +14.7% | -8.7% | +23.5% | +15.4% |
| YTD | +2.5% | +2.0% | +0.5% | +2.3% |
| 1Y | -2.8% | +22.8% | -25.6% | -4.2% |
| 3Y | +65.9% | +120.6% | -54.8% | +52.6% |
| All | +65.9% | +121.0% | -55.1% | +52.6% |
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