+336.0%
IR vs UTHR
+382.7%
-46.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +2.5% | +5.2% | -2.7% | +1.6% |
| 30D | +9.2% | +9.5% | -0.3% | +7.3% |
| 3M | +0.9% | +17.9% | -17.0% | -2.6% |
| 6M | +19.2% | +2.0% | +17.2% | +18.2% |
| YTD | +7.5% | +21.3% | -13.9% | +2.2% |
| 1Y | +11.7% | +27.9% | -16.1% | +5.1% |
| 3Y | +23.9% | +162.3% | -138.4% | -5.6% |
| 5Y | +46.4% | +190.7% | -144.4% | +5.6% |
| All | +336.0% | +382.7% | -46.7% | +150.4% |
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