+16.6%
FIVE vs UTHR
+190.6%
-174.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | +2.7% | +5.2% | -2.5% | +1.8% |
| 30D | +12.7% | +9.5% | +3.2% | +11.1% |
| 3M | +2.1% | +17.9% | -15.9% | -0.8% |
| 6M | +17.5% | +2.0% | +15.5% | +16.9% |
| YTD | +31.0% | +21.3% | +9.6% | +26.0% |
| 1Y | +67.7% | +27.9% | +39.9% | +59.9% |
| 3Y | +43.4% | +162.3% | -119.0% | +15.6% |
| All | +16.6% | +190.6% | -174.0% | -10.9% |
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