-24.0%
MKTX vs UTHR
+124.0%
-147.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.1% |
| 7D | -0.2% | +2.8% | -2.9% | -0.1% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | +41.1% | -7.4% | +48.5% | +41.1% |
| 6M | -9.5% | -6.0% | -3.6% | -9.6% |
| YTD | -8.7% | +3.4% | -12.1% | -8.7% |
| 1Y | -10.0% | +27.1% | -37.0% | -10.1% |
| All | -24.0% | +124.0% | -147.9% | -29.9% |
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