+284.9%
IR vs UTHR
+306.6%
-21.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -2.0% |
| 7D | +0.6% | -2.9% | +3.5% | +1.2% |
| 30D | -13.6% | -7.6% | -6.0% | -12.4% |
| 3M | +3.7% | -8.6% | +12.3% | +5.3% |
| 6M | -13.1% | +4.1% | -17.2% | -14.3% |
| YTD | -5.1% | +2.2% | -7.3% | -6.4% |
| 1Y | -6.5% | +26.2% | -32.7% | -12.0% |
| 3Y | +8.5% | +121.2% | -112.7% | -14.4% |
| 5Y | +43.3% | +136.5% | -93.2% | +8.1% |
| All | +284.9% | +306.6% | -21.7% | +129.2% |
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