+185.8%
BP vs UTHR
+8,529.0%
-8,343.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.6% | -3.5% | -0.2% |
| 7D | -6.9% | -2.3% | -4.6% | -6.7% |
| 30D | -3.6% | +6.1% | -9.7% | -4.2% |
| 3M | +8.4% | +8.1% | +0.3% | +7.4% |
| 6M | +5.3% | +3.1% | +2.2% | +4.7% |
| YTD | +33.2% | +19.5% | +13.6% | +29.9% |
| 1Y | +28.2% | +29.7% | -1.6% | +24.0% |
| 3Y | +49.2% | +162.7% | -113.5% | +32.2% |
| 5Y | +102.9% | +192.8% | -89.9% | +76.5% |
| 10Y | +127.7% | +348.1% | -220.4% | +85.6% |
| All | +185.8% | +8,529.0% | -8,343.2% | +87.1% |
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