+302.3%
BN vs UTHR
+362.9%
-60.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -2.4% | -2.1% | -0.3% | -2.0% |
| 30D | +13.5% | +8.3% | +5.2% | +11.8% |
| 3M | -5.9% | +15.5% | -21.5% | -8.9% |
| 6M | -8.9% | +4.5% | -13.5% | -10.1% |
| YTD | -7.9% | +22.2% | -30.1% | -12.5% |
| 1Y | -8.3% | +29.7% | -38.0% | -14.1% |
| 3Y | +100.8% | +167.3% | -66.5% | +54.2% |
| 5Y | +38.2% | +196.5% | -158.3% | +1.5% |
| 10Y | +302.3% | +369.0% | -66.7% | +140.9% |
| All | +302.3% | +362.9% | -60.6% | +140.9% |
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