+518.8%
FIVE vs UTHR
+362.9%
+155.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.4% |
| 7D | -0.5% | -2.1% | +1.6% | 0.0% |
| 30D | +17.4% | +8.3% | +9.1% | +15.1% |
| 3M | +7.0% | +15.5% | -8.5% | +2.8% |
| 6M | +20.5% | +4.5% | +15.9% | +18.5% |
| YTD | +33.1% | +22.2% | +10.9% | +24.8% |
| 1Y | +67.1% | +29.7% | +37.4% | +54.2% |
| 3Y | +41.9% | +167.3% | -125.4% | +2.0% |
| 5Y | +21.1% | +196.5% | -175.4% | -18.2% |
| 10Y | +518.8% | +369.0% | +149.8% | +221.5% |
| All | +518.8% | +362.9% | +155.9% | +221.5% |
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 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