-2.1%
BROS vs UTHR
+184.3%
-186.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.5% |
| 7D | +6.3% | +5.2% | +1.1% | +5.5% |
| 30D | -8.3% | +9.5% | -17.8% | -9.1% |
| 3M | -29.8% | +17.9% | -47.7% | -31.2% |
| 6M | -25.8% | +2.0% | -27.8% | -25.9% |
| YTD | -41.4% | +21.3% | -62.7% | -42.9% |
| 1Y | -35.2% | +27.9% | -63.0% | -37.3% |
| 3Y | +32.8% | +162.3% | -129.6% | +11.9% |
| 5Y | -42.2% | +190.7% | -232.9% | -53.0% |
| All | -2.1% | +184.3% | -186.4% | -16.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling