+185.8%
GS vs UTHR
+150.6%
+35.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | -3.2% | -6.1% | +2.9% | -2.6% |
| 30D | -2.4% | +3.1% | -5.5% | -2.6% |
| 3M | -15.7% | +5.5% | -21.2% | -16.1% |
| 6M | -6.8% | -5.8% | -0.9% | -6.2% |
| YTD | -0.1% | +15.3% | -15.4% | -1.7% |
| 1Y | +12.1% | +23.8% | -11.7% | +9.6% |
| 3Y | +185.8% | +146.3% | +39.5% | +156.3% |
| All | +185.8% | +150.6% | +35.2% | +156.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling