+3,901.2%
IRM vs UTHR
+7,123.9%
-3,222.6%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.2% | +1.7% |
| 7D | -0.5% | -5.4% | +4.9% | +0.1% |
| 30D | -8.1% | -6.0% | -2.0% | -7.6% |
| 3M | -9.7% | -11.0% | +1.3% | -8.7% |
| 6M | +10.0% | -0.5% | +10.5% | +9.8% |
| YTD | +43.0% | +0.1% | +42.9% | +42.4% |
| 1Y | +32.7% | +28.2% | +4.5% | +28.8% |
| 3Y | +102.7% | +113.8% | -11.1% | +84.3% |
| 5Y | +187.6% | +131.3% | +56.3% | +157.7% |
| 10Y | +420.1% | +296.7% | +123.4% | +329.7% |
| All | +3,901.2% | +7,123.9% | -3,222.6% | +2,298.9% |
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 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