+278.6%
BR vs UTHR
+364.7%
-86.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +1.1% | +5.2% | -4.1% | +0.4% |
| 30D | +14.4% | +9.5% | +4.9% | +13.0% |
| 3M | +12.4% | +17.9% | -5.5% | +9.8% |
| 6M | +35.4% | +2.0% | +33.4% | +34.7% |
| YTD | -12.2% | +21.3% | -33.5% | -15.0% |
| 1Y | -12.7% | +27.9% | -40.6% | -16.1% |
| 3Y | +14.3% | +162.3% | -148.1% | -4.1% |
| 5Y | +19.3% | +190.7% | -171.5% | -3.5% |
| All | +278.6% | +364.7% | -86.1% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling