+32.6%
NET vs UTHR
+198.6%
-166.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.7% |
| 7D | -16.4% | +3.8% | -20.1% | -16.7% |
| 30D | -25.8% | +13.4% | -39.3% | -26.8% |
| 3M | -11.5% | +17.3% | -28.8% | -13.0% |
| 6M | +18.9% | +4.7% | +14.2% | +18.1% |
| YTD | +35.2% | +24.9% | +10.3% | +31.6% |
| 1Y | +14.5% | +39.1% | -24.7% | +10.2% |
| 3Y | +313.8% | +171.1% | +142.7% | +262.7% |
| 5Y | +32.6% | +202.1% | -169.5% | +16.6% |
| All | +32.6% | +198.6% | -166.0% | +16.6% |
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