+27.0%
BROS vs UTHR
+134.5%
-107.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.3% | +0.8% |
| 7D | -6.7% | -5.4% | -1.3% | -6.0% |
| 30D | -29.1% | -6.0% | -23.0% | -28.6% |
| 3M | -16.7% | -11.0% | -5.7% | -15.6% |
| 6M | -11.6% | -0.5% | -11.1% | -11.8% |
| YTD | -23.9% | +0.1% | -24.0% | -24.3% |
| 1Y | -34.8% | +28.2% | -62.9% | -37.3% |
| 3Y | +62.1% | +113.8% | -51.7% | +40.0% |
| All | +27.0% | +134.5% | -107.5% | +11.1% |
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