-45.4%
IT vs UTHR
+136.5%
-181.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.1% | -9.5% | -7.6% |
| 7D | -9.1% | -2.9% | -6.3% | -8.9% |
| 30D | -7.0% | -7.6% | +0.6% | -6.4% |
| 3M | +7.6% | -8.6% | +16.2% | +8.4% |
| 6M | +2.1% | +4.1% | -2.0% | +1.4% |
| YTD | -31.6% | +2.2% | -33.8% | -32.1% |
| 1Y | -29.9% | +26.2% | -56.1% | -32.1% |
| 3Y | -51.3% | +121.2% | -172.5% | -56.8% |
| All | -45.4% | +136.5% | -181.9% | -52.1% |
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