-0.8%
REPL vs UTHR
+295.0%
-295.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | -3.0% | -5.4% | +2.4% | -0.9% |
| 30D | +27.1% | -6.0% | +33.2% | +29.9% |
| 3M | +52.4% | -11.0% | +63.4% | +59.2% |
| 6M | +107.4% | -0.5% | +108.0% | +103.5% |
| YTD | +54.7% | +0.1% | +54.7% | +50.4% |
| 1Y | +158.9% | +28.2% | +130.7% | +125.4% |
| 3Y | -23.7% | +113.8% | -137.5% | -51.9% |
| 5Y | -54.3% | +131.3% | -185.7% | -73.3% |
| All | -0.8% | +295.0% | -295.7% | -64.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling