+1,064.5%
MOD vs UTHR
+364.7%
+699.8%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -0.4% | +28.2% | +27.9% |
| 7D | +40.4% | +5.2% | +35.2% | +39.2% |
| 30D | -14.0% | +9.5% | -23.5% | -15.5% |
| 3M | -33.3% | +17.9% | -51.3% | -35.6% |
| 6M | -51.4% | +2.0% | -53.4% | -51.8% |
| YTD | +1.6% | +21.3% | -19.7% | -3.1% |
| 1Y | +5.4% | +27.9% | -22.5% | -0.5% |
| 3Y | +191.0% | +162.3% | +28.6% | +125.4% |
| 5Y | +1,093.1% | +190.7% | +902.4% | +772.7% |
| All | +1,064.5% | +364.7% | +699.8% | +584.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling