+541.7%
IBB vs UTHR
+6,865.9%
-6,324.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.3% | -0.7% |
| 7D | +1.4% | -5.4% | +6.8% | +2.9% |
| 30D | +10.5% | -6.0% | +16.5% | +12.3% |
| 3M | +23.6% | -11.0% | +34.6% | +27.5% |
| 6M | +22.6% | -0.5% | +23.2% | +22.3% |
| YTD | +25.7% | +0.1% | +25.6% | +24.7% |
| 1Y | +51.4% | +28.2% | +23.2% | +40.0% |
| 3Y | +64.4% | +113.8% | -49.4% | +27.7% |
| 5Y | +22.1% | +131.3% | -109.2% | -8.8% |
| 10Y | +132.5% | +296.7% | -164.3% | +42.5% |
| All | +541.7% | +6,865.9% | -6,324.2% | +80.0% |
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