+426.2%
BTSG vs UTHR
+129.0%
+297.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.6% |
| 7D | -5.8% | +2.8% | -8.6% | -6.1% |
| 30D | 0.0% | -2.3% | +2.2% | +0.2% |
| 3M | -4.5% | -7.4% | +2.9% | -3.5% |
| 6M | +40.0% | -6.0% | +46.0% | +41.1% |
| YTD | +54.6% | +3.4% | +51.1% | +53.7% |
| 1Y | +106.1% | +27.1% | +79.0% | +99.5% |
| All | +426.2% | +129.0% | +297.2% | +418.4% |
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 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