-22.9%
GIS vs UTHR
+140.7%
-163.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.8% |
| 7D | -8.6% | +3.0% | -11.6% | -8.8% |
| 30D | -0.5% | -4.3% | +3.9% | -0.1% |
| 3M | +11.9% | -8.4% | +20.3% | +12.7% |
| 6M | -11.6% | -4.2% | -7.4% | -11.4% |
| YTD | -16.3% | +4.0% | -20.3% | -17.0% |
| 1Y | -21.8% | +25.5% | -47.3% | -24.1% |
| 3Y | -35.7% | +125.1% | -160.8% | -43.3% |
| 5Y | -22.9% | +140.3% | -163.2% | -33.9% |
| All | -22.9% | +140.7% | -163.6% | -33.9% |
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