+1,362.6%
BWA vs UTHR
+7,277.3%
-5,914.7%
-72.2%
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 | -1.9% | +2.1% | -4.0% | -2.2% |
| 7D | +4.3% | -2.9% | +7.2% | +4.7% |
| 30D | -2.9% | -7.6% | +4.7% | -1.9% |
| 3M | -12.4% | -8.6% | -3.8% | -11.4% |
| 6M | +28.6% | +4.1% | +24.4% | +27.2% |
| YTD | +48.2% | +2.2% | +46.0% | +46.9% |
| 1Y | +50.9% | +26.2% | +24.7% | +44.8% |
| 3Y | +72.2% | +121.2% | -49.0% | +48.5% |
| 5Y | +91.1% | +136.5% | -45.5% | +61.4% |
| 10Y | +144.0% | +300.1% | -156.1% | +84.5% |
| All | +1,362.6% | +7,277.3% | -5,914.7% | +778.6% |
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