+157.2%
GEN vs UTHR
+364.7%
-207.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | +2.0% | +5.2% | -3.1% | +1.4% |
| 30D | +27.7% | +9.5% | +18.3% | +26.2% |
| 3M | +3.3% | +17.9% | -14.7% | +0.9% |
| 6M | +31.8% | +2.0% | +29.8% | +31.1% |
| YTD | +13.5% | +21.3% | -7.8% | +9.7% |
| 1Y | +16.0% | +27.9% | -11.8% | +11.3% |
| 3Y | +70.6% | +162.3% | -91.8% | +43.2% |
| 5Y | +32.1% | +190.7% | -158.6% | +7.9% |
| All | +157.2% | +364.7% | -207.5% | +85.1% |
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