+496.4%
FIVE vs UTHR
+308.5%
+187.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.2% |
| 7D | +3.7% | -2.9% | +6.5% | +4.4% |
| 30D | +4.0% | -7.6% | +11.6% | +5.9% |
| 3M | +36.2% | -8.6% | +44.8% | +39.1% |
| 6M | +18.0% | +4.1% | +13.9% | +15.9% |
| YTD | +34.9% | +2.2% | +32.7% | +32.6% |
| 1Y | +67.9% | +26.2% | +41.7% | +55.6% |
| 3Y | +57.3% | +121.2% | -63.9% | +18.7% |
| 5Y | +39.5% | +136.5% | -97.0% | +0.2% |
| 10Y | +496.4% | +300.1% | +196.3% | +212.4% |
| All | +496.4% | +308.5% | +187.9% | +212.4% |
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