+423.6%
IRM vs UTHR
+319.3%
+104.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -1.8% | +2.8% | -4.6% | -2.1% |
| 30D | -7.8% | -2.3% | -5.5% | -7.5% |
| 3M | -7.9% | -7.4% | -0.5% | -7.2% |
| 6M | +6.3% | -6.0% | +12.3% | +6.8% |
| YTD | +38.2% | +3.4% | +34.7% | +37.0% |
| 1Y | +19.8% | +27.1% | -7.3% | +15.7% |
| 3Y | +98.8% | +123.8% | -25.1% | +74.1% |
| 5Y | +191.8% | +139.6% | +52.1% | +150.5% |
| All | +423.6% | +319.3% | +104.3% | +293.9% |
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