+851.7%
FIVE vs UTHR
+810.7%
+41.0%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.5% | +5.6% | +5.2% |
| 7D | +4.3% | -5.4% | +9.7% | +5.5% |
| 30D | +12.5% | -6.0% | +18.6% | +14.0% |
| 3M | +31.2% | -11.0% | +42.2% | +34.4% |
| 6M | +14.4% | -0.5% | +14.9% | +13.8% |
| YTD | +33.9% | +0.1% | +33.8% | +32.6% |
| 1Y | +65.1% | +28.2% | +36.9% | +54.0% |
| 3Y | +49.0% | +113.8% | -64.9% | +18.9% |
| 5Y | +30.3% | +131.3% | -101.0% | 0.0% |
| 10Y | +481.1% | +296.7% | +184.4% | +266.6% |
| All | +851.7% | +810.7% | +41.0% | +380.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling