+7.8%
D vs UTHR
+133.0%
-125.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.4% |
| 7D | +1.5% | -5.4% | +6.9% | +2.0% |
| 30D | -2.6% | -6.0% | +3.5% | -2.1% |
| 3M | 0.0% | -11.0% | +11.0% | +1.0% |
| 6M | +7.4% | -0.5% | +7.9% | +7.1% |
| YTD | +15.9% | +0.1% | +15.8% | +15.3% |
| 1Y | +18.1% | +28.2% | -10.0% | +14.4% |
| 3Y | +58.4% | +113.8% | -55.4% | +38.7% |
| All | +7.8% | +133.0% | -125.3% | -9.0% |
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 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