+124.3%
MOD vs UTHR
+152.2%
-27.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -7.0% | -0.2% | -6.9% |
| 7D | -34.2% | -4.7% | -29.5% | -34.0% |
| 30D | -51.9% | +4.4% | -56.3% | -52.0% |
| 3M | -53.0% | +9.0% | -62.0% | -53.2% |
| 6M | -66.4% | -1.1% | -65.2% | -66.3% |
| YTD | -31.5% | +16.1% | -47.7% | -32.0% |
| 1Y | -39.6% | +26.4% | -66.0% | -40.2% |
| All | +124.3% | +152.2% | -27.9% | +120.4% |
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