+185.7%
GS vs UTHR
+133.0%
+52.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +0.9% | -5.4% | +6.3% | +1.6% |
| 30D | -1.6% | -6.0% | +4.5% | -0.9% |
| 3M | -4.5% | -11.0% | +6.5% | -3.3% |
| 6M | +20.9% | -0.5% | +21.4% | +20.5% |
| YTD | +19.9% | +0.1% | +19.8% | +19.2% |
| 1Y | +41.4% | +28.2% | +13.3% | +36.0% |
| 3Y | +239.2% | +113.8% | +125.3% | +196.1% |
| All | +185.7% | +133.0% | +52.7% | +147.0% |
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