-35.1%
REPL vs UTHR
+179.7%
-214.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.6% | +8.1% |
| 7D | +22.8% | -6.1% | +28.9% | +24.6% |
| 30D | +63.8% | +3.1% | +60.7% | +62.7% |
| 3M | +68.1% | +5.5% | +62.7% | +65.6% |
| 6M | +528.5% | -5.8% | +534.3% | +536.9% |
| YTD | +122.4% | +15.3% | +107.1% | +111.2% |
| 1Y | +154.4% | +23.8% | +130.6% | +136.7% |
| 3Y | +68.0% | +146.3% | -78.3% | +21.0% |
| All | -35.1% | +179.7% | -214.8% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling