+2.8%
IOVA vs UTHR
+364.7%
-361.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -3.5% | +5.2% | -8.7% | -5.5% |
| 30D | -45.4% | +9.5% | -54.9% | -47.4% |
| 3M | +19.0% | +17.9% | +1.1% | +10.3% |
| 6M | +112.0% | +2.0% | +110.0% | +109.4% |
| YTD | +184.2% | +21.3% | +162.9% | +159.2% |
| 1Y | +222.0% | +27.9% | +194.1% | +187.6% |
| 3Y | +92.6% | +162.3% | -69.8% | +22.2% |
| 5Y | -63.2% | +190.7% | -253.9% | -78.8% |
| All | +2.8% | +364.7% | -361.9% | -58.2% |
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