+187.0%
BR vs UTHR
+313.7%
-126.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.1% |
| 7D | -3.0% | +1.9% | -4.9% | -3.2% |
| 30D | -0.3% | -2.9% | +2.6% | 0.0% |
| 3M | +17.3% | -8.9% | +26.2% | +18.6% |
| 6M | -6.7% | -8.7% | +2.0% | -5.8% |
| YTD | -23.4% | +2.0% | -25.5% | -24.1% |
| 1Y | -32.7% | +22.8% | -55.5% | -35.0% |
| 3Y | -5.9% | +120.6% | -126.5% | -18.8% |
| 5Y | +8.4% | +136.4% | -128.0% | -9.1% |
| All | +187.0% | +313.7% | -126.7% | +108.8% |
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