+606.9%
GEV vs UTHR
+105.4%
+501.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -1.9% | +2.8% | -4.7% | -2.0% |
| 30D | -8.7% | -2.3% | -6.4% | -8.6% |
| 3M | +6.6% | -7.4% | +14.0% | +7.0% |
| 6M | +10.2% | -6.0% | +16.2% | +10.7% |
| YTD | +41.6% | +3.4% | +38.2% | +41.5% |
| 1Y | +43.9% | +27.1% | +16.8% | +42.8% |
| All | +606.9% | +105.4% | +501.5% | +612.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling