+40.4%
PL vs UTHR
+183.8%
-143.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -3.0% |
| 7D | +22.3% | +4.9% | +17.4% | +21.3% |
| 30D | -8.3% | +9.2% | -17.5% | -9.5% |
| 3M | -43.3% | +15.9% | -59.2% | -44.7% |
| 6M | -65.8% | +2.0% | -67.8% | -66.0% |
| YTD | -29.5% | +21.8% | -51.3% | -32.5% |
| 1Y | +11.7% | +28.6% | -16.8% | +5.9% |
| 3Y | +540.6% | +166.2% | +374.3% | +390.3% |
| 5Y | +32.9% | +191.8% | -158.9% | -2.1% |
| All | +40.4% | +183.8% | -143.4% | +2.9% |
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