+656.9%
BNY vs UTHR
+7,264.6%
-6,607.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.4% | +0.2% |
| 7D | -1.3% | +1.9% | -3.3% | -1.6% |
| 30D | -0.2% | -2.9% | +2.7% | +0.2% |
| 3M | +14.9% | -8.9% | +23.8% | +16.3% |
| 6M | +40.0% | -8.7% | +48.7% | +41.4% |
| YTD | +42.0% | +2.0% | +40.0% | +40.8% |
| 1Y | +56.9% | +22.8% | +34.1% | +51.1% |
| 3Y | +289.9% | +120.6% | +169.2% | +237.8% |
| 5Y | +259.2% | +136.4% | +122.8% | +205.2% |
| 10Y | +413.3% | +314.4% | +98.9% | +290.1% |
| All | +656.9% | +7,264.6% | -6,607.7% | +351.1% |
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