-30.7%
C vs UTHR
+8,724.6%
-8,755.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.4% | +1.4% |
| 7D | -0.4% | -2.1% | +1.7% | -0.1% |
| 30D | -5.3% | +8.3% | -13.6% | -6.6% |
| 3M | -8.0% | +15.5% | -23.6% | -10.6% |
| 6M | -0.3% | +4.5% | -4.8% | -1.5% |
| YTD | +8.6% | +22.2% | -13.6% | +3.9% |
| 1Y | +25.8% | +29.7% | -3.9% | +19.2% |
| 3Y | +221.2% | +167.3% | +53.9% | +161.1% |
| 5Y | +113.6% | +196.5% | -82.9% | +68.5% |
| 10Y | +218.3% | +369.0% | -150.7% | +124.8% |
| All | -30.7% | +8,724.6% | -8,755.3% | -62.2% |
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