+1,172.5%
BR vs UTHR
+1,626.7%
-454.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.8% | -3.3% |
| 7D | -5.3% | -5.4% | +0.1% | -4.5% |
| 30D | +6.4% | -6.0% | +12.5% | +7.4% |
| 3M | +13.6% | -11.0% | +24.6% | +15.6% |
| 6M | -6.7% | -0.5% | -6.2% | -7.0% |
| YTD | -21.1% | +0.1% | -21.2% | -21.7% |
| 1Y | -29.6% | +28.2% | -57.7% | -33.0% |
| 3Y | -2.4% | +113.8% | -116.2% | -16.9% |
| 5Y | +11.2% | +131.3% | -120.1% | -8.2% |
| 10Y | +191.8% | +296.7% | -104.9% | +107.5% |
| All | +1,172.5% | +1,626.7% | -454.1% | +566.7% |
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 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