+564.9%
IBB vs UTHR
+8,220.9%
-7,656.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.9% | +1.8% |
| 7D | +2.7% | -2.3% | +5.0% | +3.4% |
| 30D | +6.3% | +6.1% | +0.3% | +4.7% |
| 3M | +11.1% | +8.1% | +3.0% | +8.2% |
| 6M | +29.2% | +3.1% | +26.1% | +27.5% |
| YTD | +30.2% | +19.5% | +10.7% | +22.6% |
| 1Y | +39.5% | +29.7% | +9.7% | +28.4% |
| 3Y | +92.3% | +162.7% | -70.4% | +40.8% |
| 5Y | +43.0% | +192.8% | -149.8% | -0.2% |
| 10Y | +137.1% | +348.1% | -211.0% | +39.9% |
| All | +564.9% | +8,220.9% | -7,656.0% | +77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling