+90.0%
IT vs UTHR
+319.3%
-229.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | -12.7% | +2.8% | -15.5% | -13.1% |
| 30D | -8.9% | -2.3% | -6.6% | -8.6% |
| 3M | +10.1% | -7.4% | +17.5% | +11.4% |
| 6M | +7.3% | -6.0% | +13.2% | +7.9% |
| YTD | -32.4% | +3.4% | -35.8% | -33.4% |
| 1Y | -26.6% | +27.1% | -53.7% | -30.5% |
| 3Y | -51.8% | +123.8% | -175.6% | -60.3% |
| 5Y | -45.6% | +139.6% | -185.2% | -56.7% |
| All | +90.0% | +319.3% | -229.3% | +27.2% |
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