+45.2%
PL vs UTHR
+178.6%
-133.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +3.6% | +10.9% | +13.9% |
| 7D | +10.9% | -2.3% | +13.2% | +11.4% |
| 30D | -16.4% | +6.1% | -22.4% | -17.0% |
| 3M | -39.9% | +8.1% | -48.0% | -40.8% |
| 6M | -63.2% | +3.1% | -66.3% | -63.4% |
| YTD | -27.1% | +19.5% | -46.7% | -30.0% |
| 1Y | +12.2% | +29.7% | -17.6% | +6.0% |
| 3Y | +584.3% | +162.7% | +421.6% | +424.7% |
| 5Y | +37.0% | +192.8% | -155.8% | +1.3% |
| All | +45.2% | +178.6% | -133.5% | +6.7% |
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 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