+485.4%
P vs UTHR
+281.9%
+203.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.5% |
| 7D | +6.5% | -5.4% | +11.9% | +7.9% |
| 30D | +18.8% | -6.0% | +24.9% | +20.3% |
| 3M | +26.7% | -11.0% | +37.7% | +29.8% |
| 6M | +62.2% | -0.5% | +62.7% | +60.6% |
| YTD | +48.5% | +0.1% | +48.4% | +47.0% |
| 1Y | +26.4% | +28.2% | -1.8% | +17.2% |
| 3Y | +159.4% | +113.8% | +45.6% | +100.7% |
| 5Y | +275.8% | +131.3% | +144.5% | +175.1% |
| 10Y | +732.0% | +296.7% | +435.3% | +366.3% |
| All | +485.4% | +281.9% | +203.5% | +258.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling