-57.4%
GNRC vs UTHR
+135.8%
-193.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.3% | +3.0% |
| 7D | -0.2% | +1.9% | -2.1% | -0.3% |
| 30D | -15.7% | -2.9% | -12.9% | -15.6% |
| 3M | -27.3% | -8.9% | -18.5% | -27.0% |
| 6M | -12.1% | -8.7% | -3.3% | -11.7% |
| YTD | +37.1% | +2.0% | +35.1% | +36.5% |
| 1Y | -0.5% | +22.8% | -23.3% | -2.4% |
| 3Y | +61.5% | +120.6% | -59.1% | +47.4% |
| All | -57.4% | +135.8% | -193.2% | -59.5% |
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 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