+122.2%
INDA vs UTHR
+1,079.5%
-957.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.1% | +4.9% | -1.8% | +2.4% |
| 30D | +9.1% | +9.2% | -0.1% | +7.8% |
| 3M | +3.2% | +15.9% | -12.7% | +0.9% |
| 6M | +8.5% | +2.0% | +6.5% | +7.8% |
| YTD | -4.6% | +21.8% | -26.4% | -7.9% |
| 1Y | -5.5% | +28.6% | -34.1% | -9.5% |
| 3Y | +16.7% | +166.2% | -149.5% | -2.0% |
| 5Y | +9.0% | +191.8% | -182.8% | -11.0% |
| 10Y | +116.6% | +367.2% | -250.5% | +55.6% |
| All | +122.2% | +1,079.5% | -957.3% | +30.8% |
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