+18.4%
BROS vs UTHR
+142.3%
-123.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -6.1% | +2.8% | -8.8% | -6.4% |
| 30D | -12.4% | -2.3% | -10.1% | -12.2% |
| 3M | -27.9% | -7.4% | -20.5% | -27.3% |
| 6M | -16.8% | -6.0% | -10.8% | -16.3% |
| YTD | -29.0% | +3.4% | -32.5% | -29.7% |
| 1Y | -33.2% | +27.1% | -60.3% | -35.6% |
| 3Y | +56.8% | +123.8% | -67.0% | +34.4% |
| All | +18.4% | +142.3% | -123.8% | +3.2% |
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