+3,653.2%
FIX vs UTHR
+382.4%
+3,270.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | -17.5% | -6.1% | -11.3% | -16.3% |
| 30D | -41.6% | +3.1% | -44.7% | -42.0% |
| 3M | -40.6% | +5.5% | -46.0% | -41.5% |
| 6M | -49.4% | -5.8% | -43.5% | -49.0% |
| YTD | +9.2% | +15.3% | -6.2% | +4.4% |
| 1Y | +6.5% | +23.8% | -17.3% | +0.1% |
| 3Y | +448.7% | +146.3% | +302.4% | +315.8% |
| 5Y | +948.7% | +177.8% | +770.9% | +648.0% |
| All | +3,653.2% | +382.4% | +3,270.8% | +1,911.7% |
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