+453.2%
IONS vs UTHR
+7,123.9%
-6,670.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.1% |
| 7D | -4.8% | -5.4% | +0.6% | -3.3% |
| 30D | +7.2% | -6.0% | +13.2% | +9.2% |
| 3M | -22.7% | -11.0% | -11.7% | -19.9% |
| 6M | -26.9% | -0.5% | -26.4% | -27.1% |
| YTD | -26.6% | +0.1% | -26.6% | -27.4% |
| 1Y | -2.1% | +28.2% | -30.3% | -10.6% |
| 3Y | +43.4% | +113.8% | -70.4% | +11.5% |
| 5Y | +47.0% | +131.3% | -84.3% | +10.1% |
| 10Y | +97.2% | +296.7% | -199.5% | +23.4% |
| All | +453.2% | +7,123.9% | -6,670.6% | +122.6% |
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