+89.6%
BURL vs UTHR
+152.2%
-62.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.0% | +4.1% | -2.4% |
| 7D | +3.5% | -4.7% | +8.2% | +3.8% |
| 30D | -9.3% | +4.4% | -13.7% | -9.5% |
| 3M | -32.1% | +9.0% | -41.1% | -32.5% |
| 6M | -19.8% | -1.1% | -18.7% | -19.7% |
| YTD | -13.2% | +16.1% | -29.3% | -14.2% |
| 1Y | -7.8% | +26.4% | -34.3% | -9.5% |
| All | +89.6% | +152.2% | -62.6% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling