-11.8%
GAP vs UTHR
+8,689.8%
-8,701.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -5.2% | +4.9% | -10.1% | -5.7% |
| 30D | -6.9% | +9.2% | -16.1% | -7.9% |
| 3M | +5.7% | +15.9% | -10.2% | +3.5% |
| 6M | +0.9% | +2.0% | -1.1% | +0.3% |
| YTD | -14.5% | +21.8% | -36.2% | -17.3% |
| 1Y | -12.1% | +28.6% | -40.7% | -15.6% |
| 3Y | +72.2% | +166.2% | -94.1% | +48.0% |
| 5Y | +4.5% | +191.8% | -187.3% | -12.2% |
| 10Y | +3.3% | +367.2% | -363.9% | -19.9% |
| All | -11.8% | +8,689.8% | -8,701.6% | -47.6% |
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