-54.2%
COMP vs UTHR
+205.9%
-260.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -7.0% | -1.1% | -7.3% |
| 7D | -1.8% | -4.7% | +2.9% | -1.2% |
| 30D | -0.8% | +4.4% | -5.2% | -1.1% |
| 3M | -28.1% | +9.0% | -37.1% | -28.8% |
| 6M | +27.0% | -1.1% | +28.1% | +27.3% |
| YTD | -12.8% | +16.1% | -28.9% | -14.3% |
| 1Y | +4.9% | +26.4% | -21.5% | +2.0% |
| 3Y | +321.0% | +152.1% | +168.9% | +269.4% |
| 5Y | -25.6% | +179.6% | -205.2% | -38.0% |
| All | -54.2% | +205.9% | -260.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling