+89.2%
IT vs UTHR
+364.7%
-275.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | +1.1% | +5.2% | -4.1% | +0.2% |
| 30D | -1.8% | +9.5% | -11.3% | -3.3% |
| 3M | +4.8% | +17.9% | -13.1% | +1.9% |
| 6M | +33.0% | +2.0% | +31.0% | +32.2% |
| YTD | -23.8% | +21.3% | -45.2% | -27.0% |
| 1Y | -16.5% | +27.9% | -44.4% | -20.7% |
| 3Y | -53.6% | +162.3% | -216.0% | -62.9% |
| 5Y | -42.1% | +190.7% | -232.9% | -55.7% |
| All | +89.2% | +364.7% | -275.5% | +20.8% |
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