+38.8%
IGV vs UTHR
+166.1%
-127.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.3% | +5.2% | -2.9% | +2.0% |
| 30D | -6.0% | +9.5% | -15.5% | -6.5% |
| 3M | -4.8% | +17.9% | -22.7% | -5.8% |
| 6M | +14.2% | +2.0% | +12.2% | +13.9% |
| YTD | -4.2% | +21.3% | -25.6% | -5.9% |
| 1Y | -5.3% | +27.9% | -33.1% | -7.3% |
| 3Y | +38.8% | +162.3% | -123.6% | +31.2% |
| All | +38.8% | +166.1% | -127.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling