+470.9%
COMP vs UTHR
+157.2%
+313.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.6% | +2.0% | +5.3% |
| 7D | +14.5% | -2.3% | +16.8% | +14.9% |
| 30D | +14.9% | +6.1% | +8.8% | +14.5% |
| 3M | -14.2% | +8.1% | -22.3% | -14.7% |
| 6M | +23.7% | +3.1% | +20.6% | +23.6% |
| YTD | +2.1% | +19.5% | -17.5% | +1.1% |
| 1Y | +26.2% | +29.7% | -3.6% | +24.1% |
| 3Y | +470.9% | +162.7% | +308.2% | +484.4% |
| All | +470.9% | +157.2% | +313.7% | +484.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling