+73.6%
M vs UTHR
+7,123.9%
-7,050.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.7% |
| 7D | +4.7% | -5.4% | +10.1% | +5.5% |
| 30D | -9.6% | -6.0% | -3.6% | -8.9% |
| 3M | +0.9% | -11.0% | +11.8% | +2.3% |
| 6M | +22.3% | -0.5% | +22.8% | +21.8% |
| YTD | +6.5% | +0.1% | +6.4% | +5.7% |
| 1Y | +38.8% | +28.2% | +10.6% | +32.9% |
| 3Y | +115.9% | +113.8% | +2.1% | +89.4% |
| 5Y | +28.6% | +131.3% | -102.7% | +10.6% |
| 10Y | -2.5% | +296.7% | -299.3% | -24.5% |
| All | +73.6% | +7,123.9% | -7,050.2% | +2.0% |
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