+4,290.3%
COST vs UTHR
+8,658.1%
-4,367.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | +5.0% | +5.2% | -0.2% | +4.6% |
| 30D | +12.8% | +9.5% | +3.3% | +12.0% |
| 3M | +15.2% | +17.9% | -2.8% | +13.6% |
| 6M | +7.4% | +2.0% | +5.4% | +7.0% |
| YTD | +29.0% | +21.3% | +7.7% | +26.6% |
| 1Y | +20.3% | +27.9% | -7.6% | +17.5% |
| 3Y | +99.0% | +162.3% | -63.3% | +81.6% |
| 5Y | +125.7% | +190.7% | -65.1% | +103.2% |
| 10Y | +775.3% | +365.5% | +409.8% | +645.0% |
| All | +4,290.3% | +8,658.1% | -4,367.8% | +3,030.5% |
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