+521.8%
IRM vs UTHR
+366.4%
+155.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | +8.6% | +4.9% | +3.7% | +8.0% |
| 30D | 0.0% | +9.2% | -9.2% | -0.9% |
| 3M | -7.1% | +15.9% | -23.1% | -8.8% |
| 6M | -7.9% | +2.0% | -9.9% | -8.2% |
| YTD | +41.3% | +21.8% | +19.5% | +37.4% |
| 1Y | +20.7% | +28.6% | -7.8% | +16.6% |
| 3Y | +112.2% | +166.2% | -54.1% | +81.3% |
| 5Y | +191.2% | +191.8% | -0.6% | +142.9% |
| All | +521.8% | +366.4% | +155.4% | +361.4% |
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