+9.4%
F vs UTHR
+8,226.2%
-8,216.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.6% |
| 7D | +1.6% | -6.1% | +7.7% | +2.3% |
| 30D | +2.6% | +3.1% | -0.5% | +2.2% |
| 3M | -8.8% | +5.5% | -14.3% | -9.6% |
| 6M | +4.6% | -5.8% | +10.4% | +5.0% |
| YTD | -1.9% | +15.3% | -17.2% | -4.2% |
| 1Y | -0.8% | +23.8% | -24.6% | -3.9% |
| 3Y | +43.5% | +146.3% | -102.8% | +25.9% |
| 5Y | -12.1% | +177.8% | -189.9% | -24.5% |
| 10Y | +83.6% | +392.4% | -308.8% | +43.5% |
| All | +9.4% | +8,226.2% | -8,216.8% | -27.5% |
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