+2,583.6%
ICE vs UTHR
+1,524.3%
+1,059.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.4% |
| 7D | +3.6% | +5.2% | -1.6% | +2.5% |
| 30D | +15.1% | +9.5% | +5.6% | +12.8% |
| 3M | +15.4% | +17.9% | -2.6% | +10.8% |
| 6M | +16.1% | +2.0% | +14.1% | +15.0% |
| YTD | +11.4% | +21.3% | -10.0% | +5.3% |
| 1Y | +18.5% | +27.9% | -9.4% | +10.7% |
| 3Y | +70.5% | +162.3% | -91.8% | +29.0% |
| 5Y | +40.9% | +190.7% | -149.8% | +1.5% |
| 10Y | +260.6% | +365.5% | -104.9% | +112.3% |
| All | +2,583.6% | +1,524.3% | +1,059.3% | +728.3% |
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 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