+45.7%
IR vs UTHR
+134.1%
-88.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | -2.8% | -5.4% | +2.6% | -2.3% |
| 30D | -15.1% | -6.0% | -9.1% | -14.6% |
| 3M | +6.1% | -11.0% | +17.0% | +7.2% |
| 6M | -16.8% | -0.5% | -16.3% | -17.0% |
| YTD | -3.5% | +0.1% | -3.6% | -4.0% |
| 1Y | -3.5% | +28.2% | -31.7% | -6.7% |
| 3Y | +9.5% | +113.8% | -104.3% | -4.7% |
| All | +45.7% | +134.1% | -88.4% | +21.0% |
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 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