+1,285.4%
MET vs UTHR
+1,613.5%
-328.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.8% |
| 7D | +4.5% | +5.2% | -0.7% | +3.5% |
| 30D | +3.5% | +9.5% | -5.9% | +1.9% |
| 3M | +5.9% | +17.9% | -12.0% | +2.5% |
| 6M | +33.1% | +2.0% | +31.1% | +32.0% |
| YTD | +33.6% | +21.3% | +12.2% | +27.7% |
| 1Y | +32.7% | +27.9% | +4.8% | +25.7% |
| 3Y | +85.0% | +162.3% | -77.3% | +49.9% |
| 5Y | +85.6% | +190.7% | -105.2% | +45.7% |
| 10Y | +198.8% | +365.5% | -166.6% | +108.3% |
| All | +1,285.4% | +1,613.5% | -328.1% | +600.9% |
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 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