+76.2%
O vs UTHR
+364.7%
-288.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.4% | +5.2% | -5.6% | -1.1% |
| 30D | +7.1% | +9.5% | -2.3% | +5.7% |
| 3M | -5.2% | +17.9% | -23.2% | -7.7% |
| 6M | -1.8% | +2.0% | -3.8% | -2.3% |
| YTD | +9.1% | +21.3% | -12.3% | +5.3% |
| 1Y | +9.7% | +27.9% | -18.2% | +5.0% |
| 3Y | +39.1% | +162.3% | -123.2% | +14.7% |
| 5Y | +8.4% | +190.7% | -182.4% | -13.9% |
| All | +76.2% | +364.7% | -288.5% | +19.4% |
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 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