+195.2%
IONS vs UTHR
+8,529.0%
-8,333.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +3.6% | -25.0% | -22.5% |
| 7D | -24.8% | -2.3% | -22.5% | -24.6% |
| 30D | -31.5% | +6.1% | -37.6% | -33.0% |
| 3M | -45.2% | +8.1% | -53.3% | -47.0% |
| 6M | -59.1% | +3.1% | -62.2% | -59.8% |
| YTD | -60.8% | +19.5% | -80.4% | -63.6% |
| 1Y | -57.9% | +29.7% | -87.6% | -61.8% |
| 3Y | -34.5% | +162.7% | -197.2% | -52.6% |
| 5Y | -8.8% | +192.8% | -201.6% | -37.0% |
| 10Y | -19.2% | +348.1% | -367.3% | -52.0% |
| All | +195.2% | +8,529.0% | -8,333.8% | +11.5% |
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