+35.3%
D vs UTHR
+308.5%
-273.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.4% |
| 7D | +0.8% | -2.9% | +3.6% | +1.1% |
| 30D | -0.7% | -7.6% | +6.8% | 0.0% |
| 3M | +2.1% | -8.6% | +10.7% | +3.0% |
| 6M | +6.8% | +4.1% | +2.7% | +6.0% |
| YTD | +16.5% | +2.2% | +14.3% | +15.7% |
| 1Y | +19.2% | +26.2% | -7.0% | +15.4% |
| 3Y | +61.9% | +121.2% | -59.3% | +43.7% |
| 5Y | +6.5% | +136.5% | -130.0% | -7.0% |
| 10Y | +35.3% | +300.1% | -264.8% | +5.4% |
| All | +35.3% | +308.5% | -273.3% | +5.4% |
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