+967.7%
BX vs UTHR
+1,435.1%
-467.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -4.4% | -5.4% | +1.0% | -3.0% |
| 30D | +0.1% | -6.0% | +6.1% | +1.6% |
| 3M | +16.0% | -11.0% | +27.0% | +19.5% |
| 6M | +21.6% | -0.5% | +22.1% | +21.0% |
| YTD | -8.9% | +0.1% | -9.0% | -9.9% |
| 1Y | -16.6% | +28.2% | -44.8% | -23.5% |
| 3Y | +43.3% | +113.8% | -70.5% | +8.5% |
| 5Y | +25.7% | +131.3% | -105.6% | -9.4% |
| 10Y | +689.5% | +296.7% | +392.8% | +343.0% |
| All | +967.7% | +1,435.1% | -467.3% | +226.8% |
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