+6,169.9%
MU vs UTHR
+310.6%
+5,859.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.8% | +1.0% | +2.3% |
| 7D | +7.5% | +3.0% | +4.5% | +6.6% |
| 30D | +19.4% | -4.3% | +23.7% | +20.5% |
| 3M | +9.8% | -8.4% | +18.2% | +12.0% |
| 6M | +164.1% | -4.2% | +168.4% | +163.9% |
| YTD | +260.3% | +4.0% | +256.3% | +250.7% |
| 1Y | +661.2% | +25.5% | +635.7% | +600.5% |
| 3Y | +1,380.8% | +125.1% | +1,255.7% | +977.4% |
| 5Y | +1,346.4% | +140.3% | +1,206.1% | +889.9% |
| 10Y | +6,169.9% | +322.5% | +5,847.4% | +3,067.7% |
| All | +6,169.9% | +310.6% | +5,859.3% | +3,067.7% |
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