+180.8%
BP vs UTHR
+7,123.9%
-6,943.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +3.9% | -5.4% | +9.3% | +4.5% |
| 30D | +7.6% | -6.0% | +13.7% | +8.3% |
| 3M | +0.7% | -11.0% | +11.7% | +1.8% |
| 6M | +15.5% | -0.5% | +16.0% | +15.2% |
| YTD | +30.8% | +0.1% | +30.8% | +30.2% |
| 1Y | +34.3% | +28.2% | +6.1% | +30.2% |
| 3Y | +35.1% | +113.8% | -78.8% | +22.3% |
| 5Y | +126.8% | +131.3% | -4.5% | +102.3% |
| 10Y | +123.4% | +296.7% | -173.4% | +84.7% |
| All | +180.8% | +7,123.9% | -6,943.0% | +87.5% |
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 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