+2,316.3%
ICE vs UTHR
+1,239.8%
+1,076.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -0.7% | -5.4% | +4.7% | +0.5% |
| 30D | +7.6% | -6.0% | +13.7% | +9.0% |
| 3M | +13.9% | -11.0% | +24.9% | +16.6% |
| 6M | -2.4% | -0.5% | -1.8% | -2.9% |
| YTD | +0.3% | +0.1% | +0.2% | -0.8% |
| 1Y | -6.4% | +28.2% | -34.6% | -12.7% |
| 3Y | +43.1% | +113.8% | -70.7% | +13.5% |
| 5Y | +42.1% | +131.3% | -89.2% | +8.0% |
| 10Y | +220.9% | +296.7% | -75.8% | +95.4% |
| All | +2,316.3% | +1,239.8% | +1,076.5% | +680.5% |
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 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