+22.4%
IBB vs UTHR
+133.0%
-110.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.8% |
| 7D | +1.4% | -5.4% | +6.8% | +2.7% |
| 30D | +10.5% | -6.0% | +16.5% | +12.1% |
| 3M | +23.6% | -11.0% | +34.6% | +26.9% |
| 6M | +22.6% | -0.5% | +23.2% | +22.5% |
| YTD | +25.7% | +0.1% | +25.6% | +25.0% |
| 1Y | +51.4% | +28.2% | +23.2% | +42.0% |
| 3Y | +64.4% | +113.8% | -49.4% | +30.6% |
| All | +22.4% | +133.0% | -110.6% | -7.3% |
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 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