+75.3%
M vs UTHR
+8,226.2%
-8,150.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.5% |
| 7D | -4.3% | -6.1% | +1.9% | -3.4% |
| 30D | +1.3% | +3.1% | -1.9% | +0.9% |
| 3M | -7.4% | +5.5% | -12.8% | -8.3% |
| 6M | +18.3% | -5.8% | +24.2% | +18.9% |
| YTD | +7.6% | +15.3% | -7.8% | +4.5% |
| 1Y | +17.4% | +23.8% | -6.4% | +13.0% |
| 3Y | +108.4% | +146.3% | -37.9% | +79.1% |
| 5Y | -10.6% | +177.8% | -188.4% | -25.1% |
| 10Y | -3.2% | +392.4% | -395.6% | -27.1% |
| All | +75.3% | +8,226.2% | -8,150.9% | +0.8% |
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