+99.4%
DE vs UTHR
+138.8%
-39.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -2.4% | +2.8% | -5.2% | -2.6% |
| 30D | +9.7% | -2.3% | +12.0% | +9.8% |
| 3M | +21.4% | -7.4% | +28.8% | +22.0% |
| 6M | +15.0% | -6.0% | +21.0% | +15.4% |
| YTD | +46.4% | +3.4% | +43.0% | +45.3% |
| 1Y | +45.6% | +27.1% | +18.6% | +41.4% |
| 3Y | +76.8% | +123.8% | -47.0% | +57.0% |
| 5Y | +99.4% | +139.6% | -40.2% | +68.8% |
| All | +99.4% | +138.8% | -39.3% | +68.8% |
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