+186.9%
BNS vs UTHR
+313.7%
-126.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.8% |
| 7D | -0.4% | +1.9% | -2.3% | -0.7% |
| 30D | +3.5% | -2.9% | +6.3% | +3.8% |
| 3M | +14.1% | -8.9% | +22.9% | +15.3% |
| 6M | +33.8% | -8.7% | +42.5% | +35.0% |
| YTD | +29.5% | +2.0% | +27.4% | +28.2% |
| 1Y | +48.4% | +22.8% | +25.6% | +42.8% |
| 3Y | +129.6% | +120.6% | +9.0% | +94.9% |
| 5Y | +96.1% | +136.4% | -40.3% | +61.8% |
| All | +186.9% | +313.7% | -126.8% | +102.2% |
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 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