+48.8%
D vs UTHR
+366.4%
-317.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -3.1% | +4.9% | -7.9% | -3.5% |
| 30D | +8.4% | +9.2% | -0.8% | +7.4% |
| 3M | +0.2% | +15.9% | -15.7% | -1.5% |
| 6M | +9.5% | +2.0% | +7.5% | +9.0% |
| YTD | +18.8% | +21.8% | -3.0% | +15.6% |
| 1Y | +14.7% | +28.6% | -13.8% | +11.0% |
| 3Y | +72.9% | +166.2% | -93.3% | +50.1% |
| 5Y | +13.1% | +191.8% | -178.7% | -3.7% |
| All | +48.8% | +366.4% | -317.6% | +14.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling