+886.3%
MOD vs UTHR
+349.3%
+537.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.1% | -4.0% | -3.1% |
| 7D | -17.8% | -2.1% | -15.7% | -17.5% |
| 30D | -43.2% | +7.2% | -50.4% | -44.0% |
| 3M | -46.0% | +11.1% | -57.2% | -47.3% |
| 6M | -62.2% | +4.2% | -66.4% | -62.7% |
| YTD | -22.8% | +20.8% | -43.6% | -26.3% |
| 1Y | -35.5% | +29.7% | -65.1% | -39.3% |
| 3Y | +128.2% | +164.1% | -35.9% | +76.6% |
| 5Y | +791.6% | +190.7% | +600.9% | +552.9% |
| 10Y | +886.3% | +355.4% | +530.9% | +485.1% |
| All | +886.3% | +349.3% | +537.0% | +485.1% |
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