+933.1%
BURL vs UTHR
+642.0%
+291.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.2% | +6.5% | +7.5% |
| 7D | +10.4% | +3.8% | +6.7% | +9.8% |
| 30D | -4.9% | +13.4% | -18.4% | -6.9% |
| 3M | -29.8% | +17.3% | -47.1% | -31.8% |
| 6M | -16.5% | +4.7% | -21.1% | -17.4% |
| YTD | -10.5% | +24.9% | -35.4% | -14.6% |
| 1Y | -5.3% | +39.1% | -44.5% | -11.3% |
| 3Y | +95.1% | +171.1% | -76.1% | +57.1% |
| 5Y | -12.1% | +202.1% | -214.1% | -31.8% |
| 10Y | +273.2% | +433.1% | -159.9% | +145.7% |
| All | +933.1% | +642.0% | +291.1% | +573.8% |
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 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