+381.6%
COMP vs UTHR
+150.6%
+231.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.7% | +11.4% | +10.8% |
| 7D | +13.4% | -6.1% | +19.6% | +14.2% |
| 30D | +11.1% | +3.1% | +8.0% | +11.0% |
| 3M | -18.8% | +5.5% | -24.3% | -19.1% |
| 6M | +10.5% | -5.8% | +16.3% | +11.4% |
| YTD | -3.4% | +15.3% | -18.8% | -4.1% |
| 1Y | +19.7% | +23.8% | -4.1% | +18.1% |
| 3Y | +381.6% | +146.3% | +235.3% | +357.0% |
| All | +381.6% | +150.6% | +231.0% | +357.0% |
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 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