+36.6%
FIVE vs UTHR
+133.0%
-96.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +4.3% | -5.4% | +9.7% | +5.2% |
| 30D | +12.5% | -6.0% | +18.6% | +13.6% |
| 3M | +31.2% | -11.0% | +42.2% | +33.6% |
| 6M | +14.4% | -0.5% | +14.9% | +14.0% |
| YTD | +33.9% | +0.1% | +33.8% | +33.0% |
| 1Y | +65.1% | +28.2% | +36.9% | +56.6% |
| 3Y | +49.0% | +113.8% | -64.9% | +23.8% |
| All | +36.6% | +133.0% | -96.4% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling