+3,781.5%
BRO vs UTHR
+7,364.6%
-3,583.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -8.6% | +2.8% | -11.4% | -8.8% |
| 30D | -6.9% | -2.3% | -4.7% | -6.8% |
| 3M | +10.5% | -7.4% | +17.9% | +11.1% |
| 6M | -2.8% | -6.0% | +3.2% | -2.4% |
| YTD | -16.1% | +3.4% | -19.6% | -16.7% |
| 1Y | -27.6% | +27.1% | -54.7% | -29.5% |
| 3Y | -7.3% | +123.8% | -131.1% | -15.2% |
| 5Y | +19.0% | +139.6% | -120.7% | +7.4% |
| 10Y | +292.7% | +320.0% | -27.3% | +231.1% |
| All | +3,781.5% | +7,364.6% | -3,583.1% | +2,982.5% |
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