+423.6%
COMP vs UTHR
+166.1%
+257.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.7% |
| 7D | 0.0% | +5.2% | -5.2% | -0.5% |
| 30D | +16.6% | +9.5% | +7.1% | +15.8% |
| 3M | -23.5% | +17.9% | -41.5% | -24.5% |
| 6M | +25.7% | +2.0% | +23.7% | +25.7% |
| YTD | -3.4% | +21.3% | -24.7% | -4.5% |
| 1Y | +7.6% | +27.9% | -20.3% | +5.9% |
| 3Y | +423.6% | +162.3% | +261.2% | +463.7% |
| All | +423.6% | +166.1% | +257.5% | +463.7% |
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 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