+131.6%
C vs UTHR
+139.1%
-7.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.0% |
| 7D | +3.2% | -2.9% | +6.0% | +3.5% |
| 30D | +1.3% | -7.6% | +8.9% | +2.3% |
| 3M | +3.1% | -8.6% | +11.7% | +4.3% |
| 6M | +29.6% | +4.1% | +25.5% | +28.3% |
| YTD | +19.0% | +2.2% | +16.8% | +17.8% |
| 1Y | +45.6% | +26.2% | +19.5% | +39.7% |
| 3Y | +269.3% | +121.2% | +148.1% | +210.0% |
| 5Y | +131.6% | +136.5% | -5.0% | +83.0% |
| All | +131.6% | +139.1% | -7.5% | +83.0% |
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