+2,295.4%
MAR vs UTHR
+7,123.9%
-4,828.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -4.2% | -5.4% | +1.3% | -3.4% |
| 30D | -6.7% | -6.0% | -0.6% | -5.9% |
| 3M | -12.5% | -11.0% | -1.5% | -11.1% |
| 6M | +0.6% | -0.5% | +1.1% | +0.3% |
| YTD | +9.1% | +0.1% | +9.0% | +8.5% |
| 1Y | +26.2% | +28.2% | -2.0% | +21.0% |
| 3Y | +68.2% | +113.8% | -45.7% | +47.1% |
| 5Y | +163.9% | +131.3% | +32.6% | +125.7% |
| 10Y | +420.6% | +296.7% | +123.8% | +300.2% |
| All | +2,295.4% | +7,123.9% | -4,828.4% | +1,183.1% |
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 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