+25.1%
BX vs UTHR
+125.3%
-100.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.8% | -5.4% | -3.9% |
| 7D | -5.7% | +3.0% | -8.7% | -6.0% |
| 30D | -8.9% | -4.3% | -4.6% | -8.4% |
| 3M | +8.4% | -8.4% | +16.8% | +9.5% |
| 6M | +18.9% | -4.2% | +23.2% | +19.4% |
| YTD | -13.6% | +4.0% | -17.7% | -14.3% |
| 1Y | -22.4% | +25.5% | -48.0% | -25.0% |
| All | +25.1% | +125.3% | -100.2% | +9.9% |
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