+99.4%
DD vs UTHR
+366.4%
-266.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | +6.7% | +4.9% | +1.9% | +5.8% |
| 30D | +19.4% | +9.2% | +10.2% | +17.4% |
| 3M | +7.6% | +15.9% | -8.3% | +4.1% |
| 6M | +2.9% | +2.0% | +0.9% | +2.1% |
| YTD | +29.9% | +21.8% | +8.1% | +23.5% |
| 1Y | +28.6% | +28.6% | +0.1% | +20.9% |
| 3Y | +90.0% | +166.2% | -76.2% | +45.8% |
| 5Y | +68.1% | +191.8% | -123.7% | +23.3% |
| All | +99.4% | +366.4% | -266.9% | +15.7% |
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