+50.9%
O vs UTHR
+319.3%
-268.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -3.5% | +2.8% | -6.3% | -3.9% |
| 30D | -3.3% | -2.3% | -1.1% | -3.1% |
| 3M | -2.8% | -7.4% | +4.6% | -1.9% |
| 6M | -5.8% | -6.0% | +0.2% | -5.2% |
| YTD | +9.4% | +3.4% | +6.0% | +8.3% |
| 1Y | +5.7% | +27.1% | -21.4% | +1.3% |
| 3Y | +27.2% | +123.8% | -96.6% | +8.0% |
| 5Y | +17.2% | +139.6% | -122.4% | -3.3% |
| All | +50.9% | +319.3% | -268.4% | +6.6% |
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 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