-32.0%
C vs UTHR
+8,529.0%
-8,561.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.2% | +1.8% |
| 7D | -0.9% | -2.3% | +1.4% | -0.5% |
| 30D | -5.4% | +6.1% | -11.5% | -6.4% |
| 3M | -9.2% | +8.1% | -17.3% | -10.7% |
| 6M | -1.8% | +3.1% | -4.9% | -2.8% |
| YTD | +6.7% | +19.5% | -12.9% | +2.5% |
| 1Y | +23.5% | +29.7% | -6.2% | +17.0% |
| 3Y | +219.8% | +162.7% | +57.1% | +160.8% |
| 5Y | +112.4% | +192.8% | -80.4% | +68.0% |
| 10Y | +220.1% | +348.1% | -128.0% | +127.7% |
| All | -32.0% | +8,529.0% | -8,561.0% | -62.7% |
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