+29.1%
Q vs UTHR
+41.1%
-12.0%
-38.0%
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 | +11.5% | +4.9% | +6.6% | +11.2% |
| 30D | -0.2% | +9.2% | -9.4% | -0.3% |
| 3M | -13.6% | +15.9% | -29.5% | -13.9% |
| 6M | -27.0% | +2.0% | -29.0% | -26.6% |
| YTD | +50.5% | +21.8% | +28.8% | +50.0% |
| 1Y | +33.8% | +28.6% | +5.2% | +33.5% |
| All | +29.1% | +41.1% | -12.0% | +30.6% |
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 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