+2,912.2%
MAR vs UTHR
+8,658.1%
-5,745.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.6% | +5.2% | -3.6% | +0.9% |
| 30D | +13.8% | +9.5% | +4.3% | +12.3% |
| 3M | +20.3% | +17.9% | +2.3% | +17.2% |
| 6M | +21.3% | +2.0% | +19.3% | +20.5% |
| YTD | +37.2% | +21.3% | +15.9% | +32.5% |
| 1Y | +48.4% | +27.9% | +20.6% | +42.3% |
| 3Y | +120.1% | +162.3% | -42.2% | +86.7% |
| 5Y | +182.1% | +190.7% | -8.7% | +133.2% |
| 10Y | +530.2% | +365.5% | +164.7% | +372.8% |
| All | +2,912.2% | +8,658.1% | -5,745.8% | +1,466.3% |
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