+291.6%
GDX vs UTHR
+319.3%
-27.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.4% |
| 7D | -5.4% | +2.8% | -8.2% | -5.6% |
| 30D | +6.6% | -2.3% | +8.8% | +6.8% |
| 3M | +30.1% | -7.4% | +37.5% | +30.9% |
| 6M | -7.1% | -6.0% | -1.1% | -6.7% |
| YTD | +12.0% | +3.4% | +8.6% | +11.5% |
| 1Y | +41.2% | +27.1% | +14.1% | +38.2% |
| 3Y | +251.0% | +123.8% | +127.2% | +225.3% |
| 5Y | +226.7% | +139.6% | +87.1% | +199.4% |
| All | +291.6% | +319.3% | -27.7% | +256.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling