-4.6%
BROS vs UTHR
+186.4%
-191.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -20.4% | -2.1% | -18.3% | -20.0% |
| 30D | -6.1% | +8.3% | -14.4% | -6.7% |
| 3M | -29.4% | +15.5% | -44.9% | -30.6% |
| 6M | -31.5% | +4.5% | -36.1% | -31.9% |
| YTD | -42.8% | +22.2% | -65.1% | -44.4% |
| 1Y | -37.5% | +29.7% | -67.2% | -39.7% |
| 3Y | +27.2% | +167.3% | -140.1% | +6.8% |
| 5Y | -47.0% | +196.5% | -243.5% | -56.8% |
| All | -4.6% | +186.4% | -191.0% | -18.4% |
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