+1,309.4%
BR vs UTHR
+2,001.0%
-691.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | -1.3% | +4.9% | -6.1% | -2.0% |
| 30D | +13.7% | +9.2% | +4.5% | +12.1% |
| 3M | +13.8% | +15.9% | -2.1% | +10.9% |
| 6M | +29.7% | +2.0% | +27.7% | +28.8% |
| YTD | -12.6% | +21.8% | -34.4% | -16.1% |
| 1Y | -12.4% | +28.6% | -41.0% | -16.6% |
| 3Y | +14.1% | +166.2% | -152.1% | -6.3% |
| 5Y | +18.7% | +191.8% | -173.1% | -5.7% |
| 10Y | +276.2% | +367.2% | -91.0% | +161.0% |
| All | +1,309.4% | +2,001.0% | -691.6% | +614.5% |
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