+62.8%
KEY vs UTHR
+8,226.2%
-8,163.5%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.1% | -0.4% |
| 7D | -1.3% | -6.1% | +4.9% | -0.4% |
| 30D | +5.1% | +3.1% | +2.0% | +4.6% |
| 3M | -7.1% | +5.5% | -12.6% | -8.1% |
| 6M | -4.4% | -5.8% | +1.4% | -3.9% |
| YTD | +4.0% | +15.3% | -11.3% | +0.9% |
| 1Y | +23.4% | +23.8% | -0.4% | +18.4% |
| 3Y | +113.9% | +146.3% | -32.4% | +81.0% |
| 5Y | +12.3% | +177.8% | -165.5% | -7.4% |
| 10Y | +125.5% | +392.4% | -266.9% | +67.6% |
| All | +62.8% | +8,226.2% | -8,163.5% | -2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling