+22.6%
BROS vs UTHR
+143.7%
-121.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -2.2% |
| 7D | -6.6% | +3.0% | -9.6% | -6.9% |
| 30D | -12.3% | -4.3% | -8.0% | -11.9% |
| 3M | -22.2% | -8.4% | -13.8% | -21.4% |
| 6M | -14.3% | -4.2% | -10.1% | -14.0% |
| YTD | -26.6% | +4.0% | -30.6% | -27.3% |
| 1Y | -31.5% | +25.5% | -57.0% | -33.9% |
| 3Y | +62.3% | +125.1% | -62.9% | +39.0% |
| All | +22.6% | +143.7% | -121.1% | +6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling