+4.7%
GAP vs UTHR
+362.9%
-358.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.3% |
| 7D | -9.3% | -2.1% | -7.2% | -8.9% |
| 30D | -5.5% | +8.3% | -13.8% | -7.1% |
| 3M | +3.5% | +15.5% | -12.1% | -0.3% |
| 6M | +0.7% | +4.5% | -3.8% | -0.9% |
| YTD | -13.4% | +22.2% | -35.6% | -18.7% |
| 1Y | -7.7% | +29.7% | -37.4% | -14.6% |
| 3Y | +74.4% | +167.3% | -92.9% | +26.8% |
| 5Y | +5.3% | +196.5% | -191.2% | -28.5% |
| 10Y | +4.7% | +369.0% | -364.4% | -48.4% |
| All | +4.7% | +362.9% | -358.3% | -48.4% |
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