-29.9%
COMP vs UTHR
+133.0%
-162.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.6% |
| 7D | +1.4% | -5.4% | +6.8% | +2.0% |
| 30D | -13.3% | -6.0% | -7.3% | -12.7% |
| 3M | +41.1% | -11.0% | +52.1% | +42.9% |
| 6M | +17.2% | -0.5% | +17.7% | +17.5% |
| YTD | +5.2% | +0.1% | +5.1% | +5.2% |
| 1Y | +18.9% | +28.2% | -9.2% | +15.0% |
| 3Y | +215.9% | +113.8% | +102.1% | +182.7% |
| All | -29.9% | +133.0% | -162.9% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling