+403.1%
PL vs UTHR
+152.2%
+250.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -7.0% | -3.1% | -9.4% |
| 7D | -20.5% | -4.7% | -15.9% | -20.1% |
| 30D | -38.8% | +4.4% | -43.2% | -38.9% |
| 3M | -49.1% | +9.0% | -58.1% | -49.6% |
| 6M | -69.4% | -1.1% | -68.2% | -69.3% |
| YTD | -42.3% | +16.1% | -58.4% | -43.4% |
| 1Y | -14.2% | +26.4% | -40.6% | -16.8% |
| All | +403.1% | +152.2% | +250.9% | +269.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling