+489.4%
NDAQ vs UTHR
+366.4%
+123.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +1.7% | +4.9% | -3.2% | +1.0% |
| 30D | +16.2% | +9.2% | +7.0% | +14.8% |
| 3M | +14.0% | +15.9% | -2.0% | +11.3% |
| 6M | +22.3% | +2.0% | +20.3% | +21.6% |
| YTD | +13.0% | +21.8% | -8.8% | +9.0% |
| 1Y | +24.0% | +28.6% | -4.5% | +18.7% |
| 3Y | +117.1% | +166.2% | -49.2% | +78.8% |
| 5Y | +67.5% | +191.8% | -124.3% | +33.2% |
| All | +489.4% | +366.4% | +123.1% | +293.9% |
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