+135.8%
BP vs UTHR
+139.1%
-3.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.1% | +0.3% | +2.3% |
| 7D | +0.9% | -2.9% | +3.8% | +1.2% |
| 30D | +9.1% | -7.6% | +16.7% | +9.9% |
| 3M | +3.9% | -8.6% | +12.5% | +4.7% |
| 6M | +13.6% | +4.1% | +9.5% | +12.8% |
| YTD | +34.0% | +2.2% | +31.8% | +33.0% |
| 1Y | +39.2% | +26.2% | +13.0% | +35.0% |
| 3Y | +36.4% | +121.2% | -84.8% | +19.4% |
| 5Y | +135.8% | +136.5% | -0.7% | +92.5% |
| All | +135.8% | +139.1% | -3.3% | +92.5% |
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