+264.7%
BN vs UTHR
+310.6%
-45.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.8% | -3.7% | -2.3% |
| 7D | -3.0% | +3.0% | -6.0% | -3.6% |
| 30D | -13.0% | -4.3% | -8.7% | -12.3% |
| 3M | -15.2% | -8.4% | -6.9% | -13.9% |
| 6M | -5.9% | -4.2% | -1.7% | -5.6% |
| YTD | -15.8% | +4.0% | -19.8% | -17.2% |
| 1Y | -12.2% | +25.5% | -37.7% | -17.4% |
| 3Y | +72.2% | +125.1% | -52.9% | +37.5% |
| 5Y | +33.2% | +140.3% | -107.1% | +2.7% |
| 10Y | +264.7% | +322.5% | -57.8% | +124.7% |
| All | +264.7% | +310.6% | -45.9% | +124.7% |
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