+275.4%
IONS vs UTHR
+8,226.2%
-7,950.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -9.4% | -6.1% | -3.3% | -7.7% |
| 30D | -10.7% | +3.1% | -13.9% | -11.6% |
| 3M | -27.7% | +5.5% | -33.1% | -29.3% |
| 6M | -48.7% | -5.8% | -42.9% | -48.1% |
| YTD | -50.2% | +15.3% | -65.5% | -53.1% |
| 1Y | -46.8% | +23.8% | -70.6% | -51.0% |
| 3Y | -14.8% | +146.3% | -161.1% | -37.0% |
| 5Y | +17.0% | +177.8% | -160.8% | -17.6% |
| 10Y | +45.3% | +392.4% | -347.1% | -15.1% |
| All | +275.4% | +8,226.2% | -7,950.8% | +43.8% |
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