+64.9%
MET vs UTHR
+123.2%
-58.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.4% |
| 7D | +1.1% | -2.9% | +4.0% | +1.4% |
| 30D | -2.3% | -7.6% | +5.3% | -1.7% |
| 3M | +13.9% | -8.6% | +22.5% | +14.7% |
| 6M | +34.8% | +4.1% | +30.7% | +34.1% |
| YTD | +23.5% | +2.2% | +21.3% | +22.9% |
| 1Y | +23.4% | +26.2% | -2.8% | +20.1% |
| 3Y | +64.9% | +121.2% | -56.3% | +47.9% |
| All | +64.9% | +123.2% | -58.3% | +47.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling