+569.2%
FIVE vs UTHR
+363.8%
+205.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.6% | +2.0% | +4.7% |
| 7D | +6.2% | -2.3% | +8.5% | +6.8% |
| 30D | +18.2% | +6.1% | +12.1% | +16.5% |
| 3M | +3.8% | +8.1% | -4.3% | +1.5% |
| 6M | +13.7% | +3.1% | +10.6% | +12.3% |
| YTD | +34.7% | +19.5% | +15.2% | +27.1% |
| 1Y | +66.6% | +29.7% | +36.9% | +53.8% |
| 3Y | +44.3% | +162.7% | -118.4% | +4.3% |
| 5Y | +18.8% | +192.8% | -174.0% | -19.4% |
| 10Y | +569.2% | +348.1% | +221.1% | +252.4% |
| All | +569.2% | +363.8% | +205.4% | +252.4% |
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