+104.4%
IRM vs UTHR
+123.2%
-18.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -0.8% |
| 7D | +1.6% | -2.9% | +4.5% | +1.8% |
| 30D | -4.2% | -7.6% | +3.4% | -3.8% |
| 3M | -5.4% | -8.6% | +3.2% | -5.0% |
| 6M | +12.0% | +4.1% | +7.9% | +11.7% |
| YTD | +42.0% | +2.2% | +39.8% | +41.8% |
| 1Y | +29.9% | +26.2% | +3.7% | +28.1% |
| 3Y | +104.4% | +121.2% | -16.8% | +89.7% |
| All | +104.4% | +123.2% | -18.8% | +89.7% |
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