+290.2%
BN vs UTHR
+364.7%
-74.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -1.0% | +5.2% | -6.2% | -2.0% |
| 30D | +14.0% | +9.5% | +4.5% | +12.0% |
| 3M | -9.0% | +17.9% | -26.9% | -12.2% |
| 6M | -8.8% | +2.0% | -10.8% | -9.6% |
| YTD | -10.3% | +21.3% | -31.6% | -14.7% |
| 1Y | -5.8% | +27.9% | -33.7% | -11.5% |
| 3Y | +94.8% | +162.3% | -67.6% | +50.2% |
| 5Y | +31.5% | +190.7% | -159.3% | -3.1% |
| All | +290.2% | +364.7% | -74.4% | +134.5% |
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 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