+94.8%
BNS vs UTHR
+138.8%
-44.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | -2.2% | +2.8% | -5.0% | -2.4% |
| 30D | +4.5% | -2.3% | +6.7% | +4.6% |
| 3M | +14.9% | -7.4% | +22.3% | +15.5% |
| 6M | +32.5% | -6.0% | +38.4% | +32.9% |
| YTD | +28.6% | +3.4% | +25.2% | +27.8% |
| 1Y | +48.4% | +27.1% | +21.3% | +44.3% |
| 3Y | +130.8% | +123.8% | +7.0% | +101.8% |
| 5Y | +94.8% | +139.6% | -44.8% | +63.8% |
| All | +94.8% | +138.8% | -44.0% | +63.8% |
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 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