+41.2%
KEY vs UTHR
+133.0%
-91.8%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +2.2% | -5.4% | +7.6% | +3.1% |
| 30D | -3.0% | -6.0% | +3.0% | -2.2% |
| 3M | +3.3% | -11.0% | +14.3% | +5.1% |
| 6M | +9.2% | -0.5% | +9.7% | +8.7% |
| YTD | +10.6% | +0.1% | +10.6% | +9.7% |
| 1Y | +20.4% | +28.2% | -7.8% | +13.8% |
| 3Y | +121.8% | +113.8% | +8.0% | +79.7% |
| All | +41.2% | +133.0% | -91.8% | +7.3% |
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