+27.4%
IVZ vs UTHR
+179.7%
-152.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | -2.4% | -6.1% | +3.7% | -1.4% |
| 30D | -11.2% | +3.1% | -14.3% | -11.6% |
| 3M | -14.0% | +5.5% | -19.4% | -14.8% |
| 6M | +0.5% | -5.8% | +6.3% | +1.3% |
| YTD | +5.4% | +15.3% | -9.9% | +2.5% |
| 1Y | +19.5% | +23.8% | -4.3% | +14.7% |
| 3Y | +128.7% | +146.3% | -17.6% | +86.4% |
| All | +27.4% | +179.7% | -152.3% | -4.3% |
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