+32.0%
Q vs UTHR
+20.5%
+11.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.7% |
| 7D | +6.6% | +3.0% | +3.6% | +6.5% |
| 30D | -6.6% | -4.3% | -2.2% | -6.4% |
| 3M | -13.2% | -8.4% | -4.9% | -12.9% |
| 6M | +9.9% | -4.2% | +14.2% | +11.0% |
| YTD | +53.9% | +4.0% | +49.9% | +53.9% |
| All | +32.0% | +20.5% | +11.5% | +34.0% |
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