+26.7%
BTDR vs UTHR
+168.8%
-142.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.1% | +0.2% | +2.2% |
| 7D | +22.4% | -2.9% | +25.3% | +22.6% |
| 30D | +16.5% | -7.6% | +24.0% | +17.0% |
| 3M | -31.5% | -8.6% | -22.9% | -31.1% |
| 6M | +74.0% | +4.1% | +69.9% | +74.1% |
| YTD | +13.0% | +2.2% | +10.8% | +13.2% |
| 1Y | -0.2% | +26.2% | -26.4% | -1.0% |
| 3Y | +9.9% | +121.2% | -111.3% | +8.5% |
| 5Y | +28.1% | +136.5% | -108.4% | +26.2% |
| All | +26.7% | +168.8% | -142.1% | +24.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling