+215.2%
PODD vs UTHR
+313.7%
-98.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.7% |
| 7D | -10.5% | +1.9% | -12.5% | -10.9% |
| 30D | -9.0% | -2.9% | -6.2% | -8.5% |
| 3M | -11.5% | -8.9% | -2.7% | -9.9% |
| 6M | -44.7% | -8.7% | -36.0% | -44.0% |
| YTD | -53.6% | +2.0% | -55.6% | -54.3% |
| 1Y | -61.0% | +22.8% | -83.7% | -63.2% |
| 3Y | -24.7% | +120.6% | -145.3% | -41.4% |
| 5Y | -55.5% | +136.4% | -191.9% | -66.7% |
| All | +215.2% | +313.7% | -98.5% | +85.0% |
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