+707.9%
P vs UTHR
+363.8%
+344.1%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.6% | +2.7% | +5.4% |
| 7D | -9.6% | -2.3% | -7.3% | -8.8% |
| 30D | -33.4% | +6.1% | -39.5% | -34.2% |
| 3M | +14.2% | +8.1% | +6.1% | +11.7% |
| 6M | +31.6% | +3.1% | +28.5% | +30.1% |
| YTD | +53.5% | +19.5% | +33.9% | +45.2% |
| 1Y | +14.2% | +29.7% | -15.6% | +5.5% |
| 3Y | +190.5% | +162.7% | +27.8% | +108.8% |
| 5Y | +256.3% | +192.8% | +63.5% | +137.4% |
| 10Y | +707.9% | +348.1% | +359.7% | +310.8% |
| All | +707.9% | +363.8% | +344.1% | +310.8% |
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