+424.9%
MAR vs UTHR
+319.3%
+105.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.6% |
| 7D | -2.1% | +2.8% | -4.9% | -2.6% |
| 30D | -5.7% | -2.3% | -3.4% | -5.3% |
| 3M | -14.6% | -7.4% | -7.2% | -13.5% |
| 6M | +1.3% | -6.0% | +7.3% | +2.1% |
| YTD | +6.7% | +3.4% | +3.3% | +5.3% |
| 1Y | +26.4% | +27.1% | -0.6% | +19.7% |
| 3Y | +64.7% | +123.8% | -59.1% | +34.3% |
| 5Y | +153.1% | +139.6% | +13.4% | +98.4% |
| All | +424.9% | +319.3% | +105.6% | +225.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling