+3,722.5%
IRM vs UTHR
+8,620.1%
-4,897.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | -8.2% | +11.1% | -19.3% | -9.2% |
| 6M | -12.8% | +4.2% | -16.9% | -13.3% |
| YTD | +36.6% | +20.8% | +15.8% | +33.5% |
| 1Y | +11.9% | +29.7% | -17.8% | +8.6% |
| 3Y | +105.1% | +164.1% | -59.0% | +82.7% |
| 5Y | +182.4% | +190.7% | -8.3% | +147.4% |
| 10Y | +505.1% | +355.4% | +149.7% | +393.4% |
| All | +3,722.5% | +8,620.1% | -4,897.6% | +2,148.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling