+1,209.8%
MET vs UTHR
+1,313.4%
-103.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +1.2% | -5.4% | +6.6% | +2.1% |
| 30D | +1.4% | -6.0% | +7.5% | +2.4% |
| 3M | +17.7% | -11.0% | +28.7% | +20.0% |
| 6M | +35.0% | -0.5% | +35.5% | +34.5% |
| YTD | +26.3% | +0.1% | +26.2% | +25.3% |
| 1Y | +22.8% | +28.2% | -5.3% | +16.3% |
| 3Y | +65.9% | +113.8% | -47.9% | +39.7% |
| 5Y | +85.4% | +131.3% | -46.0% | +52.0% |
| 10Y | +253.7% | +296.7% | -43.0% | +154.2% |
| All | +1,209.8% | +1,313.4% | -103.6% | +587.7% |
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