+74.9%
BND vs UTHR
+2,176.6%
-2,101.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.6% | -2.1% | +1.5% | -0.6% |
| 30D | +1.2% | +8.3% | -7.1% | +1.2% |
| 3M | -0.8% | +15.5% | -16.4% | -0.8% |
| 6M | -1.4% | +4.5% | -5.9% | -1.4% |
| YTD | -1.1% | +22.2% | -23.3% | -1.1% |
| 1Y | -1.0% | +29.7% | -30.7% | -1.0% |
| 3Y | +14.0% | +167.3% | -153.3% | +14.1% |
| 5Y | -1.4% | +196.5% | -197.9% | -1.3% |
| 10Y | +17.5% | +369.0% | -351.5% | +17.8% |
| All | +74.9% | +2,176.6% | -2,101.7% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling