+35.5%
BN vs UTHR
+190.4%
-154.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.6% | +0.2% | +3.3% |
| 7D | +3.6% | -2.3% | +5.9% | +4.0% |
| 30D | +15.9% | +6.1% | +9.8% | +14.9% |
| 3M | -2.3% | +8.1% | -10.4% | -3.6% |
| 6M | -8.4% | +3.1% | -11.5% | -9.0% |
| YTD | -5.9% | +19.5% | -25.4% | -9.0% |
| 1Y | -5.6% | +29.7% | -35.3% | -9.9% |
| 3Y | +104.2% | +162.7% | -58.5% | +66.4% |
| 5Y | +35.5% | +192.8% | -157.3% | +4.6% |
| All | +35.5% | +190.4% | -154.9% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling