+113.6%
C vs UTHR
+190.6%
-77.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | +4.2% | +5.2% | -1.0% | +3.5% |
| 30D | +2.0% | +9.5% | -7.5% | +0.9% |
| 3M | -10.1% | +17.9% | -28.1% | -12.1% |
| 6M | +1.0% | +2.0% | -1.0% | +0.6% |
| YTD | +8.5% | +21.3% | -12.9% | +5.0% |
| 1Y | +25.7% | +27.9% | -2.1% | +20.9% |
| 3Y | +216.0% | +162.3% | +53.6% | +159.9% |
| All | +113.6% | +190.6% | -77.0% | +61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling