-50.4%
COMP vs UTHR
+218.2%
-268.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.1% | -8.5% | -7.5% |
| 7D | +7.2% | -2.1% | +9.3% | +7.5% |
| 30D | +6.4% | +7.2% | -0.8% | +5.7% |
| 3M | -19.4% | +11.1% | -30.6% | -20.4% |
| 6M | +14.6% | +4.2% | +10.4% | +13.9% |
| YTD | -5.5% | +20.8% | -26.3% | -7.5% |
| 1Y | +13.7% | +29.7% | -16.0% | +10.2% |
| 3Y | +409.7% | +164.1% | +245.6% | +344.6% |
| 5Y | -17.0% | +190.7% | -207.7% | -31.2% |
| All | -50.4% | +218.2% | -268.7% | -58.7% |
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 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