-5.7%
BR vs UTHR
+125.3%
-131.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.4% |
| 7D | -5.0% | +3.0% | -8.0% | -5.1% |
| 30D | -2.5% | -4.3% | +1.9% | -2.3% |
| 3M | +13.5% | -8.4% | +21.9% | +13.9% |
| 6M | -9.4% | -4.2% | -5.2% | -9.3% |
| YTD | -23.3% | +4.0% | -27.3% | -23.5% |
| 1Y | -31.6% | +25.5% | -57.1% | -32.7% |
| All | -5.7% | +125.3% | -131.0% | -14.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling