+686.6%
P vs UTHR
+382.4%
+304.2%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.2% | +3.7% |
| 7D | -23.8% | -6.1% | -17.7% | -22.4% |
| 30D | -36.6% | +3.1% | -39.7% | -36.9% |
| 3M | +10.9% | +5.5% | +5.4% | +9.1% |
| 6M | +30.0% | -5.8% | +35.8% | +31.3% |
| YTD | +44.4% | +15.3% | +29.0% | +37.8% |
| 1Y | +3.9% | +23.8% | -19.9% | -2.8% |
| 3Y | +176.6% | +146.3% | +30.3% | +102.3% |
| 5Y | +249.3% | +177.8% | +71.5% | +136.1% |
| All | +686.6% | +382.4% | +304.2% | +297.6% |
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