+27.6%
IR vs UTHR
+150.6%
-123.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.0% | +1.4% |
| 7D | +3.7% | -6.1% | +9.8% | +3.9% |
| 30D | +7.4% | +3.1% | +4.3% | +7.4% |
| 3M | -5.9% | +5.5% | -11.4% | -6.1% |
| 6M | +5.6% | -5.8% | +11.4% | +6.0% |
| YTD | +4.8% | +15.3% | -10.5% | +4.3% |
| 1Y | +6.9% | +23.8% | -16.9% | +5.9% |
| 3Y | +27.6% | +146.3% | -118.8% | +24.0% |
| All | +27.6% | +150.6% | -123.0% | +24.0% |
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