+47.0%
DD vs UTHR
+123.2%
-76.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.4% |
| 7D | -0.6% | -2.9% | +2.3% | -0.3% |
| 30D | -7.4% | -7.6% | +0.2% | -6.6% |
| 3M | -6.4% | -8.6% | +2.1% | -5.6% |
| 6M | -2.5% | +4.1% | -6.6% | -3.1% |
| YTD | +10.2% | +2.2% | +8.0% | +9.6% |
| 1Y | +36.9% | +26.2% | +10.8% | +32.6% |
| 3Y | +47.0% | +121.2% | -74.2% | +24.7% |
| All | +47.0% | +123.2% | -76.1% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling