-67.6%
IOVA vs UTHR
+180.2%
-247.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.7% | +4.5% | +4.1% |
| 7D | -5.2% | -6.1% | +0.9% | -3.0% |
| 30D | -37.8% | +3.1% | -40.9% | -38.4% |
| 3M | +29.5% | +5.5% | +24.0% | +26.4% |
| 6M | +96.6% | -5.8% | +102.4% | +100.1% |
| YTD | +194.5% | +15.3% | +179.2% | +179.0% |
| 1Y | +248.1% | +23.8% | +224.3% | +222.5% |
| 3Y | +86.1% | +146.3% | -60.2% | +34.5% |
| All | -67.6% | +180.2% | -247.8% | -77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling