+95.5%
IONS vs UTHR
+303.4%
-207.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.1% | -4.5% | -3.4% |
| 7D | -5.3% | -2.9% | -2.4% | -4.1% |
| 30D | +0.3% | -7.6% | +7.9% | +4.0% |
| 3M | -22.9% | -8.6% | -14.3% | -19.5% |
| 6M | -23.4% | +4.1% | -27.5% | -25.8% |
| YTD | -28.3% | +2.2% | -30.5% | -30.6% |
| 1Y | -7.0% | +26.2% | -33.2% | -19.8% |
| 3Y | +37.6% | +121.2% | -83.6% | -12.5% |
| 5Y | +53.4% | +136.5% | -83.1% | -8.7% |
| All | +95.5% | +303.4% | -207.9% | -32.3% |
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 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