+67.3%
DD vs UTHR
+319.3%
-252.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | -2.9% | +2.8% | -5.7% | -3.5% |
| 30D | -11.5% | -2.3% | -9.2% | -11.2% |
| 3M | -5.4% | -7.4% | +2.0% | -4.1% |
| 6M | -6.9% | -6.0% | -0.9% | -6.2% |
| YTD | +6.9% | +3.4% | +3.5% | +5.3% |
| 1Y | +35.6% | +27.1% | +8.6% | +27.6% |
| 3Y | +42.5% | +123.8% | -81.3% | +13.9% |
| 5Y | +58.5% | +139.6% | -81.2% | +21.9% |
| All | +67.3% | +319.3% | -252.0% | +1.5% |
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 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