+52.4%
GEV vs UTHR
+40.6%
+11.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.5% | -9.3% |
| 7D | -5.1% | +3.8% | -8.9% | -5.3% |
| 30D | -15.8% | +13.4% | -29.3% | -16.4% |
| 3M | -18.2% | +17.3% | -35.5% | -18.8% |
| 6M | -22.4% | +4.7% | -27.1% | -21.4% |
| YTD | +27.7% | +24.9% | +2.9% | +28.0% |
| 1Y | +52.4% | +39.1% | +13.2% | +54.5% |
| All | +52.4% | +40.6% | +11.7% | +54.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling