+291.9%
C vs UTHR
+299.3%
-7.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +3.6% | -5.4% | +9.0% | +4.9% |
| 30D | +0.1% | -6.0% | +6.1% | +1.4% |
| 3M | +2.4% | -11.0% | +13.4% | +5.0% |
| 6M | +24.9% | -0.5% | +25.5% | +24.1% |
| YTD | +19.8% | +0.1% | +19.7% | +18.5% |
| 1Y | +44.9% | +28.2% | +16.7% | +34.0% |
| 3Y | +263.0% | +113.8% | +149.2% | +178.4% |
| 5Y | +129.5% | +131.3% | -1.8% | +67.0% |
| All | +291.9% | +299.3% | -7.4% | +104.6% |
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 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