+86.4%
F vs UTHR
+308.5%
-222.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.4% | -4.6% |
| 7D | +1.2% | -2.9% | +4.0% | +1.6% |
| 30D | +1.2% | -7.6% | +8.8% | +2.4% |
| 3M | -5.7% | -8.6% | +2.9% | -4.5% |
| 6M | +17.9% | +4.1% | +13.8% | +16.6% |
| YTD | +10.4% | +2.2% | +8.2% | +9.2% |
| 1Y | +25.3% | +26.2% | -0.8% | +19.6% |
| 3Y | +37.5% | +121.2% | -83.7% | +14.9% |
| 5Y | +46.5% | +136.5% | -90.0% | +18.5% |
| 10Y | +86.4% | +300.1% | -213.7% | +23.8% |
| All | +86.4% | +308.5% | -222.2% | +23.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling