+881.1%
D vs UTHR
+8,226.2%
-7,345.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.5% |
| 7D | +3.0% | -6.1% | +9.1% | +3.3% |
| 30D | +11.5% | +3.1% | +8.4% | +11.3% |
| 3M | +3.7% | +5.5% | -1.7% | +3.3% |
| 6M | +13.5% | -5.8% | +19.4% | +13.8% |
| YTD | +20.7% | +15.3% | +5.4% | +19.4% |
| 1Y | +18.2% | +23.8% | -5.6% | +16.5% |
| 3Y | +73.3% | +146.3% | -73.0% | +63.0% |
| 5Y | +12.3% | +177.8% | -165.6% | +4.5% |
| 10Y | +43.4% | +392.4% | -349.0% | +27.9% |
| All | +881.1% | +8,226.2% | -7,345.1% | +646.4% |
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 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