+693.5%
P vs UTHR
+299.3%
+394.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +6.5% | -5.4% | +11.9% | +8.0% |
| 30D | +18.8% | -6.0% | +24.9% | +20.4% |
| 3M | +26.7% | -11.0% | +37.7% | +30.0% |
| 6M | +62.2% | -0.5% | +62.7% | +60.5% |
| YTD | +48.5% | +0.1% | +48.4% | +46.9% |
| 1Y | +26.4% | +28.2% | -1.8% | +16.7% |
| 3Y | +159.4% | +113.8% | +45.6% | +96.7% |
| 5Y | +275.8% | +131.3% | +144.5% | +167.8% |
| All | +693.5% | +299.3% | +394.3% | +309.4% |
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