+76.4%
BND vs UTHR
+1,763.6%
-1,687.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.6% | 0.0% |
| 7D | -0.1% | -5.4% | +5.3% | -0.1% |
| 30D | -0.4% | -6.0% | +5.7% | -0.4% |
| 3M | -0.6% | -11.0% | +10.3% | -0.6% |
| 6M | -1.4% | -0.5% | -0.9% | -1.4% |
| YTD | -0.2% | +0.1% | -0.3% | -0.2% |
| 1Y | +1.3% | +28.2% | -26.9% | +1.3% |
| 3Y | +13.2% | +113.8% | -100.7% | +13.2% |
| 5Y | -1.6% | +131.3% | -132.9% | -1.4% |
| 10Y | +15.5% | +296.7% | -281.3% | +15.8% |
| All | +76.4% | +1,763.6% | -1,687.2% | +77.2% |
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