+635.8%
BX vs UTHR
+364.7%
+271.1%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +0.6% | +5.2% | -4.6% | -0.5% |
| 30D | +14.2% | +9.5% | +4.8% | +12.1% |
| 3M | -18.7% | +17.9% | -36.7% | -21.8% |
| 6M | +2.5% | +2.0% | +0.5% | +1.6% |
| YTD | -18.8% | +21.3% | -40.1% | -22.9% |
| 1Y | -10.3% | +27.9% | -38.2% | -15.9% |
| 3Y | +35.4% | +162.3% | -127.0% | +2.4% |
| 5Y | +0.3% | +190.7% | -190.5% | -28.0% |
| All | +635.8% | +364.7% | +271.1% | +329.2% |
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