+26.8%
IP vs UTHR
+363.8%
-337.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +2.2% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 30D | +10.6% | +6.1% | +4.6% | +9.4% |
| 3M | -13.6% | +8.1% | -21.7% | -15.2% |
| 6M | +10.4% | +3.1% | +7.3% | +9.3% |
| YTD | -6.5% | +19.5% | -26.0% | -10.6% |
| 1Y | -2.1% | +29.7% | -31.9% | -8.0% |
| 3Y | +22.0% | +162.7% | -140.7% | -5.1% |
| 5Y | -9.7% | +192.8% | -202.5% | -33.3% |
| 10Y | +26.8% | +348.1% | -321.3% | -24.4% |
| All | +26.8% | +363.8% | -337.0% | -24.4% |
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