+47.7%
IOVA vs UTHR
+118.5%
-70.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.3% |
| 7D | +9.7% | -5.4% | +15.1% | +12.2% |
| 30D | +102.5% | -6.0% | +108.6% | +108.5% |
| 3M | +100.7% | -11.0% | +111.7% | +111.8% |
| 6M | +106.3% | -0.5% | +106.9% | +107.8% |
| YTD | +222.0% | +0.1% | +221.9% | +221.9% |
| 1Y | +299.5% | +28.2% | +271.4% | +258.9% |
| All | +47.7% | +118.5% | -70.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling