+28.6%
F vs UTHR
+7,123.9%
-7,095.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.5% |
| 7D | +5.3% | -5.4% | +10.7% | +6.0% |
| 30D | +4.6% | -6.0% | +10.6% | +5.3% |
| 3M | -3.7% | -11.0% | +7.3% | -2.5% |
| 6M | +16.8% | -0.5% | +17.4% | +16.5% |
| YTD | +15.3% | +0.1% | +15.2% | +14.7% |
| 1Y | +31.0% | +28.2% | +2.8% | +26.5% |
| 3Y | +45.4% | +113.8% | -68.4% | +30.0% |
| 5Y | +54.7% | +131.3% | -76.6% | +35.9% |
| 10Y | +98.2% | +296.7% | -198.5% | +58.9% |
| All | +28.6% | +7,123.9% | -7,095.3% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling