+806.8%
FIVE vs UTHR
+949.7%
-142.9%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -0.3% | -6.1% | +5.9% | +1.1% |
| 30D | +17.7% | +3.1% | +14.5% | +16.8% |
| 3M | +4.0% | +5.5% | -1.5% | +2.4% |
| 6M | +2.6% | -5.8% | +8.4% | +3.5% |
| YTD | +27.6% | +15.3% | +12.2% | +22.1% |
| 1Y | +59.9% | +23.8% | +36.2% | +50.6% |
| 3Y | +35.8% | +146.3% | -110.5% | +4.8% |
| 5Y | +14.4% | +177.8% | -163.4% | -15.9% |
| 10Y | +576.1% | +392.4% | +183.7% | +307.3% |
| All | +806.8% | +949.7% | -142.9% | +341.9% |
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 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