+847.8%
MU vs UTHR
+179.7%
+668.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | -22.0% | -6.1% | -15.9% | -21.2% |
| 30D | -36.6% | +3.1% | -39.7% | -36.7% |
| 3M | -21.7% | +5.5% | -27.2% | -22.1% |
| 6M | +3.5% | -5.8% | +9.4% | +4.5% |
| YTD | +141.9% | +15.3% | +126.6% | +135.9% |
| 1Y | +189.8% | +23.8% | +166.1% | +179.5% |
| 3Y | +855.4% | +146.3% | +709.1% | +710.9% |
| All | +847.8% | +179.7% | +668.2% | +652.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling