+185.4%
MAR vs UTHR
+193.6%
-8.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | +1.0% | -2.1% | +3.1% | +1.2% |
| 30D | +16.2% | +8.3% | +7.9% | +15.2% |
| 3M | +23.1% | +15.5% | +7.5% | +20.9% |
| 6M | +22.0% | +4.5% | +17.4% | +21.2% |
| YTD | +39.2% | +22.2% | +16.9% | +35.3% |
| 1Y | +48.3% | +29.7% | +18.5% | +43.2% |
| 3Y | +123.4% | +167.3% | -43.9% | +92.2% |
| 5Y | +185.4% | +196.5% | -11.1% | +132.1% |
| All | +185.4% | +193.6% | -8.2% | +132.1% |
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