+81.0%
F vs UTHR
+363.8%
-282.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.6% | -3.0% | +0.1% |
| 7D | -0.6% | -2.3% | +1.7% | -0.3% |
| 30D | +2.9% | +6.1% | -3.2% | +1.9% |
| 3M | -9.5% | +8.1% | -17.6% | -10.8% |
| 6M | +4.0% | +3.1% | +0.9% | +3.2% |
| YTD | -1.3% | +19.5% | -20.8% | -4.8% |
| 1Y | -1.9% | +29.7% | -31.7% | -6.7% |
| 3Y | +53.5% | +162.7% | -109.2% | +24.9% |
| 5Y | -15.1% | +192.8% | -207.9% | -33.7% |
| 10Y | +81.0% | +348.1% | -267.1% | +21.6% |
| All | +81.0% | +363.8% | -282.8% | +21.6% |
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