+153.2%
GEN vs UTHR
+310.6%
-157.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -1.9% | -0.4% |
| 7D | -2.9% | +3.0% | -5.9% | -3.3% |
| 30D | +2.1% | -4.3% | +6.4% | +2.5% |
| 3M | +19.7% | -8.4% | +28.1% | +20.9% |
| 6M | +33.3% | -4.2% | +37.5% | +33.4% |
| YTD | +11.1% | +4.0% | +7.1% | +9.6% |
| 1Y | +3.0% | +25.5% | -22.5% | -1.2% |
| 3Y | +57.9% | +125.1% | -67.2% | +35.5% |
| 5Y | +20.6% | +140.3% | -119.7% | +1.3% |
| 10Y | +153.2% | +322.5% | -169.2% | +82.8% |
| All | +153.2% | +310.6% | -157.3% | +82.8% |
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