+182.4%
IRM vs UTHR
+196.1%
-13.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.1% | -0.2% |
| 7D | -5.1% | -2.1% | -3.0% | -4.8% |
| 30D | -3.3% | +7.2% | -10.4% | -3.7% |
| 3M | -8.2% | +11.1% | -19.3% | -8.9% |
| 6M | -12.8% | +4.2% | -16.9% | -13.1% |
| YTD | +36.6% | +20.8% | +15.8% | +34.2% |
| 1Y | +11.9% | +29.7% | -17.8% | +9.2% |
| 3Y | +105.1% | +164.1% | -59.0% | +78.8% |
| 5Y | +182.4% | +190.7% | -8.3% | +141.3% |
| All | +182.4% | +196.1% | -13.7% | +141.3% |
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