+42.6%
REPL vs UTHR
+355.2%
-312.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.7% | +8.6% | +8.2% |
| 7D | +22.8% | -6.1% | +28.9% | +25.7% |
| 30D | +63.8% | +3.1% | +60.7% | +61.9% |
| 3M | +68.1% | +5.5% | +62.7% | +63.8% |
| 6M | +528.5% | -5.8% | +534.3% | +539.5% |
| YTD | +122.4% | +15.3% | +107.1% | +104.2% |
| 1Y | +154.4% | +23.8% | +130.6% | +126.6% |
| 3Y | +68.0% | +146.3% | -78.3% | +0.3% |
| 5Y | -35.4% | +177.8% | -213.2% | -65.2% |
| All | +42.6% | +355.2% | -312.6% | -51.3% |
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