-10.3%
BURL vs UTHR
+190.6%
-200.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.2% | -3.5% |
| 7D | -1.6% | +5.2% | -6.8% | -2.1% |
| 30D | -7.7% | +9.5% | -17.2% | -8.5% |
| 3M | -31.7% | +17.9% | -49.6% | -32.8% |
| 6M | -15.2% | +2.0% | -17.2% | -15.4% |
| YTD | -15.9% | +21.3% | -37.2% | -17.8% |
| 1Y | -14.2% | +27.9% | -42.1% | -16.6% |
| 3Y | +93.5% | +162.3% | -68.8% | +69.1% |
| All | -10.3% | +190.6% | -200.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling