-7.8%
BRO vs UTHR
+121.0%
-128.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | -0.1% |
| 7D | -7.3% | +1.9% | -9.3% | -7.4% |
| 30D | -6.9% | -2.9% | -4.0% | -6.7% |
| 3M | +10.7% | -8.9% | +19.5% | +11.3% |
| 6M | -2.7% | -8.7% | +6.0% | -2.3% |
| YTD | -16.3% | +2.0% | -18.3% | -16.7% |
| 1Y | -29.1% | +22.8% | -51.9% | -30.6% |
| 3Y | -7.8% | +120.6% | -128.5% | -17.3% |
| All | -7.8% | +121.0% | -128.8% | -17.3% |
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