+210.5%
ICE vs UTHR
+319.3%
-108.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.1% | -0.4% |
| 7D | -5.3% | +2.8% | -8.1% | -5.7% |
| 30D | +3.0% | -2.3% | +5.3% | +3.2% |
| 3M | +11.4% | -7.4% | +18.8% | +12.4% |
| 6M | -2.0% | -6.0% | +3.9% | -1.6% |
| YTD | -3.1% | +3.4% | -6.5% | -4.0% |
| 1Y | -8.4% | +27.1% | -35.5% | -11.8% |
| 3Y | +40.7% | +123.8% | -83.1% | +21.6% |
| 5Y | +40.0% | +139.6% | -99.7% | +17.9% |
| All | +210.5% | +319.3% | -108.8% | +117.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling